+1,079.0%
VST vs ORLY
+393.2%
+685.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +10.9% | -1.9% | +12.9% | +11.3% |
| 30D | -15.6% | +4.5% | -20.1% | -16.5% |
| 3M | -7.8% | -2.2% | -5.6% | -7.7% |
| 6M | -12.0% | -0.9% | -11.1% | -12.6% |
| YTD | -16.9% | -0.7% | -16.2% | -17.9% |
| 1Y | -25.1% | -8.7% | -16.3% | -24.5% |
| 3Y | +297.1% | +37.7% | +259.3% | +251.2% |
| 5Y | +641.9% | +110.5% | +531.4% | +469.8% |
| 10Y | +1,142.3% | +416.8% | +725.5% | +682.1% |
| All | +1,079.0% | +393.2% | +685.8% | +646.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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