+361.0%
ORLY vs XOP
+58.6%
+302.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -2.4% | +2.6% | -5.0% | -2.7% |
| 30D | -6.8% | +9.6% | -16.4% | -7.9% |
| 3M | -4.8% | +20.4% | -25.1% | -7.3% |
| 6M | -9.1% | +19.9% | -29.0% | -11.7% |
| YTD | -5.9% | +56.4% | -62.3% | -12.1% |
| 1Y | -20.4% | +52.4% | -72.8% | -25.5% |
| 3Y | +36.6% | +39.9% | -3.3% | +28.0% |
| 5Y | +117.3% | +163.7% | -46.4% | +78.9% |
| All | +361.0% | +58.6% | +302.4% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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