+3,987.9%
ORLY vs XRT
+514.3%
+3,473.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | 0.0% |
| 7D | -0.7% | +0.8% | -1.5% | -1.1% |
| 30D | -5.9% | -4.2% | -1.8% | -3.7% |
| 3M | -0.6% | +5.1% | -5.7% | -3.5% |
| 6M | -6.8% | +2.4% | -9.2% | -8.3% |
| YTD | -3.6% | +3.2% | -6.8% | -5.8% |
| 1Y | -16.3% | +1.5% | -17.8% | -17.8% |
| 3Y | +39.1% | +40.6% | -1.4% | +9.4% |
| 5Y | +125.4% | -1.0% | +126.4% | +108.0% |
| 10Y | +366.5% | +128.4% | +238.1% | +122.0% |
| All | +3,987.9% | +514.3% | +3,473.6% | +754.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling