+53,441.7%
ORLY vs VMC
+2,813.9%
+50,627.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.8% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -8.2% | -9.1% | +0.9% | -5.5% |
| 3M | -3.5% | -4.1% | +0.6% | -2.7% |
| 6M | -9.2% | -5.5% | -3.7% | -8.2% |
| YTD | -5.8% | -8.9% | +3.1% | -4.0% |
| 1Y | -19.3% | -12.9% | -6.3% | -16.6% |
| 3Y | +34.4% | +22.1% | +12.3% | +23.0% |
| 5Y | +117.8% | +52.7% | +65.1% | +83.0% |
| 10Y | +356.9% | +152.7% | +204.2% | +206.9% |
| All | +53,441.7% | +2,813.9% | +50,627.8% | +16,731.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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