+32.0%
XLP vs ORLY
+121.3%
-89.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | -1.4% | -2.3% | +0.9% | -0.8% |
| 30D | -1.3% | -8.2% | +6.9% | +0.9% |
| 3M | +1.8% | -3.5% | +5.4% | +2.6% |
| 6M | -0.8% | -9.2% | +8.4% | +1.3% |
| YTD | +9.5% | -5.8% | +15.4% | +10.6% |
| 1Y | +7.2% | -19.3% | +26.5% | +12.7% |
| 3Y | +27.1% | +34.4% | -7.3% | +15.9% |
| 5Y | +32.0% | +117.8% | -85.8% | +1.3% |
| All | +32.0% | +121.3% | -89.2% | +1.3% |
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 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