+361.0%
ORLY vs XME
+421.4%
-60.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -2.4% | -4.2% | +1.9% | -1.5% |
| 30D | -6.8% | -2.7% | -4.1% | -6.4% |
| 3M | -4.8% | -3.9% | -0.8% | -4.4% |
| 6M | -9.1% | -1.0% | -8.1% | -9.9% |
| YTD | -5.9% | +9.8% | -15.7% | -9.2% |
| 1Y | -20.4% | +32.5% | -53.0% | -27.1% |
| 3Y | +36.6% | +124.3% | -87.8% | +7.2% |
| 5Y | +117.3% | +165.8% | -48.5% | +57.1% |
| All | +361.0% | +421.4% | -60.3% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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