-1.6%
ORLY vs VIVK
-100.0%
+98.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -27.5% | +30.1% | +2.7% |
| 7D | +2.1% | -68.7% | +70.8% | +2.6% |
| 30D | +10.1% | -90.0% | +100.1% | +11.1% |
| 3M | +0.6% | -98.1% | +98.6% | +2.4% |
| 6M | -1.7% | -99.9% | +98.2% | +0.3% |
| YTD | +1.2% | -99.9% | +101.2% | +4.4% |
| 1Y | -1.6% | -100.0% | +98.4% | +3.9% |
| All | -1.6% | -100.0% | +98.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling