+116.5%
ORLY vs XRT
-4.5%
+121.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -2.1% | -3.6% | +1.4% | -1.1% |
| 30D | -7.6% | -6.7% | -0.9% | -5.8% |
| 3M | -5.5% | -1.4% | -4.1% | -5.1% |
| 6M | -9.7% | +1.7% | -11.4% | -10.2% |
| YTD | -6.2% | -1.5% | -4.8% | -6.0% |
| 1Y | -18.6% | -2.5% | -16.2% | -18.3% |
| 3Y | +33.8% | +39.9% | -6.1% | +18.8% |
| 5Y | +116.5% | -2.6% | +119.2% | +112.5% |
| All | +116.5% | -4.5% | +121.0% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling