+62.0%
VZ vs ORLY
+365.2%
-303.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | -1.0% | -1.0% | +0.1% | -0.7% |
| 30D | +5.8% | -6.7% | +12.4% | +7.4% |
| 3M | +10.5% | -3.8% | +14.3% | +11.3% |
| 6M | +1.8% | -9.0% | +10.8% | +3.6% |
| YTD | +28.3% | -5.6% | +33.9% | +29.2% |
| 1Y | +22.0% | -19.5% | +41.5% | +27.4% |
| 3Y | +81.8% | +34.7% | +47.1% | +68.1% |
| 5Y | +25.3% | +118.0% | -92.7% | +2.0% |
| All | +62.0% | +365.2% | -303.1% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling