+113.0%
ORLY vs VSXY
+37.5%
+75.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -6.8% | -18.7% | +11.9% | -6.2% |
| 3M | -4.8% | -4.0% | -0.8% | -4.8% |
| 6M | -9.1% | +67.5% | -76.6% | -11.2% |
| YTD | -5.9% | +39.7% | -45.6% | -7.7% |
| 1Y | -20.4% | +180.0% | -200.4% | -24.4% |
| 3Y | +36.6% | +337.3% | -300.7% | +22.6% |
| 5Y | +117.3% | +22.7% | +94.6% | +111.5% |
| All | +113.0% | +37.5% | +75.4% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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