+64.3%
XLF vs ORLY
+116.6%
-52.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.5% | -2.4% | +0.9% | -0.8% |
| 30D | -1.2% | -6.8% | +5.6% | +0.7% |
| 3M | +9.2% | -4.8% | +13.9% | +10.2% |
| 6M | +16.3% | -9.1% | +25.4% | +18.8% |
| YTD | +5.4% | -5.9% | +11.3% | +6.2% |
| 1Y | +7.6% | -20.4% | +28.0% | +14.1% |
| 3Y | +74.2% | +36.6% | +37.6% | +53.9% |
| All | +64.3% | +116.6% | -52.4% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling