+36.6%
ORLY vs XYZ
+46.8%
-10.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.4% | -4.3% | +1.9% | -2.2% |
| 30D | -6.8% | +1.2% | -8.0% | -6.8% |
| 3M | -4.8% | +14.6% | -19.4% | -5.4% |
| 6M | -9.1% | +22.6% | -31.6% | -10.1% |
| YTD | -5.9% | +21.7% | -27.6% | -7.1% |
| 1Y | -20.4% | +6.7% | -27.1% | -21.2% |
| 3Y | +36.6% | +46.8% | -10.3% | +32.7% |
| All | +36.6% | +46.8% | -10.2% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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