+28,403.3%
ORLY vs VTR
+1,502.8%
+26,900.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.9% |
| 7D | -2.1% | -1.8% | -0.3% | -1.8% |
| 30D | -7.6% | +4.0% | -11.6% | -8.4% |
| 3M | -5.5% | +7.8% | -13.3% | -7.0% |
| 6M | -9.7% | +6.4% | -16.1% | -11.0% |
| YTD | -6.2% | +18.3% | -24.6% | -9.7% |
| 1Y | -18.6% | +33.9% | -52.6% | -23.7% |
| 3Y | +33.8% | +134.3% | -100.5% | +11.2% |
| 5Y | +116.5% | +90.3% | +26.3% | +84.8% |
| 10Y | +361.0% | +100.1% | +260.9% | +261.2% |
| All | +28,403.3% | +1,502.8% | +26,900.6% | +14,556.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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