+906.3%
XBI vs ORLY
+3,843.9%
-2,937.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.6% | -2.4% | -2.3% | -3.8% |
| 30D | -2.0% | -6.8% | +4.8% | +0.4% |
| 3M | +17.8% | -4.8% | +22.5% | +19.1% |
| 6M | +23.7% | -9.1% | +32.8% | +26.8% |
| YTD | +28.2% | -5.9% | +34.1% | +29.6% |
| 1Y | +64.0% | -20.4% | +84.4% | +75.6% |
| 3Y | +99.4% | +36.6% | +62.8% | +72.7% |
| 5Y | +19.3% | +117.3% | -98.0% | -14.4% |
| 10Y | +158.7% | +362.7% | -204.0% | +33.5% |
| All | +906.3% | +3,843.9% | -2,937.6% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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