+1,269.5%
ORLY vs PSX
+1,167.1%
+102.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.0% | +1.8% | -2.9% | -1.4% |
| 30D | -6.7% | +21.6% | -28.3% | -10.3% |
| 3M | -3.8% | +46.5% | -50.3% | -11.2% |
| 6M | -9.0% | +62.0% | -71.0% | -18.0% |
| YTD | -5.6% | +106.3% | -111.9% | -19.2% |
| 1Y | -19.5% | +103.0% | -122.5% | -31.0% |
| 3Y | +34.7% | +135.5% | -100.8% | +9.4% |
| 5Y | +118.0% | +368.5% | -250.5% | +44.9% |
| 10Y | +364.1% | +386.6% | -22.5% | +178.8% |
| All | +1,269.5% | +1,167.1% | +102.5% | +550.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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