+356.8%
ORLY vs XLC
+142.6%
+214.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -2.3% | +0.6% | -2.9% | -2.6% |
| 30D | -8.2% | +0.2% | -8.4% | -8.3% |
| 3M | -3.5% | +0.6% | -4.2% | -4.0% |
| 6M | -9.2% | -4.5% | -4.7% | -7.5% |
| YTD | -5.8% | -4.7% | -1.1% | -4.1% |
| 1Y | -19.3% | -1.7% | -17.6% | -19.0% |
| 3Y | +34.4% | +72.3% | -37.8% | +1.6% |
| 5Y | +117.8% | +37.8% | +80.1% | +87.8% |
| All | +356.8% | +142.6% | +214.2% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling