+3,299.6%
ORLY vs VIVK
-100.0%
+3,399.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.7% |
| 7D | -2.1% | -9.5% | +7.3% | -2.1% |
| 30D | -7.6% | -35.1% | +27.5% | -7.6% |
| 3M | -5.5% | -93.4% | +87.9% | -5.6% |
| 6M | -9.7% | -98.0% | +88.3% | -9.9% |
| YTD | -6.2% | -97.9% | +91.6% | -6.4% |
| 1Y | -18.6% | -100.0% | +81.3% | -18.9% |
| 3Y | +33.8% | -100.0% | +133.8% | +33.5% |
| 5Y | +116.5% | -100.0% | +216.5% | +115.9% |
| 10Y | +361.0% | -100.0% | +461.0% | +364.0% |
| All | +3,299.6% | -100.0% | +3,399.6% | +3,681.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling