+36.6%
ORLY vs XYL
+15.7%
+20.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.4% | +1.2% | -3.6% | -2.6% |
| 30D | -6.8% | -11.9% | +5.2% | -4.9% |
| 3M | -4.8% | -1.5% | -3.2% | -4.5% |
| 6M | -9.1% | -11.9% | +2.8% | -7.4% |
| YTD | -5.9% | -20.6% | +14.7% | -3.0% |
| 1Y | -20.4% | -23.5% | +3.1% | -17.5% |
| 3Y | +36.6% | +14.9% | +21.7% | +27.0% |
| All | +36.6% | +15.7% | +20.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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