+116.5%
ORLY vs VLO
+600.5%
-484.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.1% | +4.0% | -6.1% | -2.3% |
| 30D | -7.6% | +19.0% | -26.6% | -8.4% |
| 3M | -5.5% | +50.0% | -55.4% | -7.5% |
| 6M | -9.7% | +79.1% | -88.8% | -12.7% |
| YTD | -6.2% | +140.3% | -146.5% | -11.1% |
| 1Y | -18.6% | +148.3% | -167.0% | -23.1% |
| 3Y | +33.8% | +194.6% | -160.8% | +23.8% |
| 5Y | +116.5% | +609.6% | -493.0% | +89.4% |
| All | +116.5% | +600.5% | -484.0% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling