+407.7%
ORLY vs XLRE
+109.5%
+298.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -2.4% | -1.2% | -1.2% | -1.8% |
| 30D | -6.8% | -2.4% | -4.4% | -5.6% |
| 3M | -4.8% | -2.5% | -2.3% | -3.5% |
| 6M | -9.1% | +4.0% | -13.1% | -10.9% |
| YTD | -5.9% | +9.3% | -15.2% | -10.3% |
| 1Y | -20.4% | +5.6% | -26.0% | -22.8% |
| 3Y | +36.6% | +31.3% | +5.3% | +16.1% |
| 5Y | +117.3% | +9.5% | +107.8% | +101.2% |
| 10Y | +362.7% | +89.0% | +273.7% | +200.3% |
| All | +407.7% | +109.5% | +298.2% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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