-3.6%
ORLY vs VYM
+17.8%
-21.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +1.1% |
| 7D | +3.9% | -3.0% | +6.9% | +5.8% |
| 30D | +7.5% | +0.9% | +6.6% | +6.7% |
| 3M | -2.1% | -2.7% | +0.6% | -0.5% |
| 6M | -3.7% | +3.4% | -7.1% | -6.0% |
| YTD | +0.3% | +13.3% | -13.0% | -6.5% |
| 1Y | -3.6% | +17.0% | -20.6% | -10.9% |
| All | -3.6% | +17.8% | -21.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling