+177.8%
XLE vs ORLY
+363.8%
-186.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +1.7% | -2.4% | +4.0% | +2.4% |
| 30D | +6.7% | -6.8% | +13.5% | +8.9% |
| 3M | +14.9% | -4.8% | +19.6% | +16.0% |
| 6M | +15.9% | -9.1% | +25.0% | +18.3% |
| YTD | +47.7% | -5.9% | +53.6% | +48.9% |
| 1Y | +50.7% | -20.4% | +71.1% | +60.0% |
| 3Y | +57.9% | +36.6% | +21.3% | +37.8% |
| 5Y | +227.0% | +117.3% | +109.7% | +134.8% |
| All | +177.8% | +363.8% | -186.0% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling