+116.5%
ORLY vs XLB
+32.8%
+83.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.2% |
| 7D | -2.1% | -3.5% | +1.4% | -0.8% |
| 30D | -7.6% | -4.7% | -3.0% | -6.0% |
| 3M | -5.5% | +2.7% | -8.2% | -6.6% |
| 6M | -9.7% | +2.6% | -12.3% | -10.9% |
| YTD | -6.2% | +12.8% | -19.1% | -10.8% |
| 1Y | -18.6% | +14.0% | -32.6% | -23.0% |
| 3Y | +33.8% | +31.5% | +2.4% | +18.2% |
| 5Y | +116.5% | +33.4% | +83.1% | +90.5% |
| All | +116.5% | +32.8% | +83.8% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling