+361.0%
ORLY vs VO
+200.3%
+160.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | -2.4% | -1.5% | -0.8% | -1.4% |
| 30D | -6.8% | -3.0% | -3.7% | -4.9% |
| 3M | -4.8% | +2.8% | -7.6% | -6.6% |
| 6M | -9.1% | +10.9% | -20.0% | -15.4% |
| YTD | -5.9% | +12.5% | -18.4% | -13.3% |
| 1Y | -20.4% | +12.0% | -32.4% | -26.6% |
| 3Y | +36.6% | +56.3% | -19.7% | -2.0% |
| 5Y | +117.3% | +42.9% | +74.4% | +64.0% |
| All | +361.0% | +200.3% | +160.8% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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