+361.0%
ORLY vs VLO
+946.8%
-585.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -2.4% | +5.3% | -7.7% | -3.2% |
| 30D | -6.8% | +18.2% | -25.0% | -9.3% |
| 3M | -4.8% | +53.3% | -58.1% | -11.3% |
| 6M | -9.1% | +70.4% | -79.5% | -17.2% |
| YTD | -5.9% | +143.4% | -149.3% | -19.6% |
| 1Y | -20.4% | +153.0% | -173.4% | -32.6% |
| 3Y | +36.6% | +195.0% | -158.4% | +10.1% |
| 5Y | +117.3% | +618.8% | -501.4% | +39.1% |
| All | +361.0% | +946.8% | -585.8% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 10y: compounded portfolio wealth divided by compounded VLO 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…
10y analysis · Full analysis span regression · 6 months rolling