+361.0%
ORLY vs XLB
+163.8%
+197.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.4% | -2.8% | +0.5% | -0.9% |
| 30D | -6.8% | -3.1% | -3.7% | -5.3% |
| 3M | -4.8% | -0.2% | -4.6% | -4.9% |
| 6M | -9.1% | +3.1% | -12.1% | -11.0% |
| YTD | -5.9% | +13.3% | -19.2% | -12.7% |
| 1Y | -20.4% | +12.0% | -32.4% | -25.8% |
| 3Y | +36.6% | +31.4% | +5.2% | +14.4% |
| 5Y | +117.3% | +33.9% | +83.4% | +76.8% |
| All | +361.0% | +163.8% | +197.2% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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