+37.0%
ORLY vs XRT
+40.3%
-3.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.6% |
| 7D | -1.0% | -2.4% | +1.4% | -0.5% |
| 30D | -6.7% | -6.9% | +0.3% | -5.1% |
| 3M | -3.8% | -0.4% | -3.4% | -3.7% |
| 6M | -9.0% | +2.2% | -11.2% | -9.4% |
| YTD | -5.6% | -0.7% | -4.9% | -5.6% |
| 1Y | -19.5% | -2.0% | -17.5% | -19.4% |
| All | +37.0% | +40.3% | -3.3% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 3y: compounded portfolio wealth divided by compounded XRT 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…
3y analysis · Full analysis span regression · 6 months rolling