+1,779.2%
ORLY vs XYL
+459.9%
+1,319.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -1.0% | +0.8% | -1.9% | -1.4% |
| 30D | -6.7% | -10.8% | +4.2% | -3.1% |
| 3M | -3.8% | -2.5% | -1.3% | -3.3% |
| 6M | -9.0% | -12.2% | +3.2% | -5.4% |
| YTD | -5.6% | -20.1% | +14.5% | +0.8% |
| 1Y | -19.5% | -20.6% | +1.2% | -13.9% |
| 3Y | +34.7% | +17.3% | +17.4% | +22.2% |
| 5Y | +118.0% | -14.5% | +132.5% | +117.4% |
| 10Y | +364.1% | +150.2% | +213.9% | +210.4% |
| All | +1,779.2% | +459.9% | +1,319.3% | +892.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling