-20.4%
ORLY vs VLO
+152.2%
-172.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -2.4% | +5.3% | -7.7% | -2.1% |
| 30D | -6.8% | +18.2% | -25.0% | -6.0% |
| 3M | -4.8% | +53.3% | -58.1% | -2.7% |
| 6M | -9.1% | +70.4% | -79.5% | -6.6% |
| YTD | -5.9% | +143.4% | -149.3% | -1.3% |
| 1Y | -20.4% | +153.0% | -173.4% | -16.1% |
| All | -20.4% | +152.2% | -172.6% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling