+116.5%
ORLY vs XLC
+37.9%
+78.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -2.1% | -1.7% | -0.5% | -1.7% |
| 30D | -7.6% | +0.2% | -7.8% | -7.7% |
| 3M | -5.5% | +0.7% | -6.2% | -5.7% |
| 6M | -9.7% | -4.5% | -5.3% | -8.7% |
| YTD | -6.2% | -4.7% | -1.5% | -5.2% |
| 1Y | -18.6% | -1.5% | -17.1% | -18.5% |
| 3Y | +33.8% | +72.2% | -38.4% | +14.3% |
| 5Y | +116.5% | +39.3% | +77.2% | +104.5% |
| All | +116.5% | +37.9% | +78.6% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling