+788.5%
XLK vs ORLY
+363.8%
+424.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | +0.2% | -2.4% | +2.6% | +0.9% |
| 30D | -0.6% | -6.8% | +6.1% | +1.4% |
| 3M | +2.6% | -4.8% | +7.3% | +3.5% |
| 6M | +34.0% | -9.1% | +43.0% | +36.5% |
| YTD | +30.7% | -5.9% | +36.6% | +31.4% |
| 1Y | +39.2% | -20.4% | +59.6% | +47.7% |
| 3Y | +120.4% | +36.6% | +83.8% | +88.8% |
| 5Y | +148.8% | +117.3% | +31.5% | +75.4% |
| All | +788.5% | +363.8% | +424.7% | +402.5% |
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