+106.2%
XLP vs ORLY
+361.1%
-254.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | -2.2% | -6.7% | +4.4% | -0.4% |
| 3M | -0.6% | -3.8% | +3.2% | +0.3% |
| 6M | -2.2% | -9.0% | +6.8% | -0.1% |
| YTD | +8.3% | -5.6% | +13.9% | +9.3% |
| 1Y | +5.7% | -19.5% | +25.2% | +11.4% |
| 3Y | +25.7% | +34.7% | -9.1% | +14.0% |
| 5Y | +31.3% | +118.0% | -86.8% | +2.7% |
| 10Y | +106.2% | +364.1% | -258.0% | +34.3% |
| All | +106.2% | +361.1% | -254.9% | +34.3% |
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