+356.5%
ORLY vs XLC
+145.0%
+211.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | -6.8% | +2.1% | -8.9% | -7.7% |
| 3M | -4.8% | +0.7% | -5.4% | -5.2% |
| 6M | -9.1% | -3.2% | -5.9% | -7.9% |
| YTD | -5.9% | -3.8% | -2.1% | -4.6% |
| 1Y | -20.4% | -2.0% | -18.4% | -20.0% |
| 3Y | +36.6% | +71.4% | -34.8% | +3.6% |
| 5Y | +117.3% | +40.7% | +76.6% | +85.2% |
| All | +356.5% | +145.0% | +211.5% | +141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling