+112.2%
ORLY vs VSXY
+33.4%
+78.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -7.6% | -22.1% | +14.4% | -6.9% |
| 3M | -5.5% | -1.1% | -4.3% | -5.6% |
| 6M | -9.7% | +53.8% | -63.5% | -11.6% |
| YTD | -6.2% | +35.5% | -41.7% | -8.0% |
| 1Y | -18.6% | +186.0% | -204.7% | -22.8% |
| 3Y | +33.8% | +343.2% | -309.3% | +19.8% |
| 5Y | +116.5% | +19.0% | +97.5% | +111.0% |
| All | +112.2% | +33.4% | +78.8% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling