+1,024.7%
XLE vs ORLY
+11,618.7%
-10,593.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | +11.8% | -5.9% | +17.7% | +13.2% |
| 3M | +9.8% | -0.6% | +10.4% | +9.6% |
| 6M | +15.6% | -6.8% | +22.3% | +16.7% |
| YTD | +45.3% | -3.6% | +48.9% | +45.5% |
| 1Y | +48.3% | -16.3% | +64.6% | +53.1% |
| 3Y | +55.4% | +39.1% | +16.3% | +41.6% |
| 5Y | +216.1% | +125.4% | +90.7% | +154.6% |
| 10Y | +178.4% | +366.5% | -188.1% | +87.6% |
| All | +1,024.7% | +11,618.7% | -10,593.9% | +353.4% |
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