-16.3%
ORLY vs XLC
0.0%
-16.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -0.7% | -0.8% | +0.2% | -0.4% |
| 30D | -5.9% | +1.0% | -7.0% | -6.3% |
| 3M | -0.6% | -0.7% | +0.1% | -0.9% |
| 6M | -6.8% | -5.1% | -1.6% | -6.6% |
| YTD | -3.6% | -4.3% | +0.6% | -3.5% |
| 1Y | -16.3% | -0.6% | -15.8% | -17.7% |
| All | -16.3% | 0.0% | -16.3% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling