+3,903.7%
ORLY vs XME
+244.0%
+3,659.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.4% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -6.7% | +1.4% | -8.1% | -7.1% |
| 3M | -3.8% | +2.7% | -6.5% | -4.9% |
| 6M | -9.0% | +6.5% | -15.5% | -11.3% |
| YTD | -5.6% | +15.2% | -20.8% | -10.0% |
| 1Y | -19.5% | +43.5% | -63.0% | -27.5% |
| 3Y | +34.7% | +135.9% | -101.1% | +5.5% |
| 5Y | +118.0% | +181.5% | -63.4% | +59.3% |
| 10Y | +364.1% | +436.9% | -72.7% | +172.5% |
| All | +3,903.7% | +244.0% | +3,659.8% | +1,927.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling