+119.2%
ORLY vs VIVK
-100.0%
+219.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.4% |
| 7D | -2.4% | -4.4% | +2.0% | -2.3% |
| 30D | -6.8% | -40.8% | +34.0% | -6.6% |
| 3M | -4.8% | -94.1% | +89.4% | -4.3% |
| 6M | -9.1% | -98.2% | +89.1% | -8.6% |
| YTD | -5.9% | -98.0% | +92.1% | -5.3% |
| 1Y | -20.4% | -100.0% | +79.6% | -19.5% |
| 3Y | +36.6% | -100.0% | +136.6% | +38.0% |
| All | +119.2% | -100.0% | +219.2% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling