+62.8%
VZ vs ORLY
+362.1%
-299.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | -1.2% | -2.1% | +0.9% | -0.8% |
| 30D | +5.7% | -7.6% | +13.3% | +7.6% |
| 3M | +8.2% | -5.5% | +13.7% | +9.4% |
| 6M | +1.7% | -9.7% | +11.4% | +3.7% |
| YTD | +28.9% | -6.2% | +35.1% | +30.0% |
| 1Y | +22.7% | -18.6% | +41.4% | +27.9% |
| 3Y | +82.7% | +33.8% | +48.9% | +69.1% |
| 5Y | +26.4% | +116.5% | -90.1% | +3.1% |
| All | +62.8% | +362.1% | -299.3% | +6.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling