+376.9%
ORLY vs XYZ
+606.0%
-229.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -2.1% | -5.2% | +3.0% | -1.6% |
| 30D | -7.6% | 0.0% | -7.6% | -7.7% |
| 3M | -5.5% | +18.7% | -24.1% | -7.3% |
| 6M | -9.7% | +20.5% | -30.2% | -11.9% |
| YTD | -6.2% | +21.5% | -27.7% | -8.9% |
| 1Y | -18.6% | +7.2% | -25.9% | -20.2% |
| 3Y | +33.8% | +49.0% | -15.1% | +22.7% |
| 5Y | +116.5% | -68.1% | +184.6% | +128.1% |
| 10Y | +361.0% | +601.6% | -240.6% | +247.3% |
| All | +376.9% | +606.0% | -229.1% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling