+11,226.2%
ORLY vs XLB
+813.8%
+10,412.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -8.2% | -1.7% | -6.4% | -7.4% |
| 3M | -3.5% | +4.4% | -7.9% | -6.0% |
| 6M | -9.2% | +5.0% | -14.2% | -12.0% |
| YTD | -5.8% | +15.5% | -21.3% | -13.3% |
| 1Y | -19.3% | +14.9% | -34.2% | -25.6% |
| 3Y | +34.4% | +34.5% | -0.1% | +12.2% |
| 5Y | +117.8% | +36.5% | +81.3% | +77.6% |
| 10Y | +356.9% | +159.6% | +197.3% | +157.5% |
| All | +11,226.2% | +813.8% | +10,412.4% | +2,627.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling