+562.7%
XLP vs ORLY
+11,972.0%
-11,409.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -0.5% | -1.9% | +1.4% | -0.2% |
| 30D | +8.3% | +4.5% | +3.9% | +7.5% |
| 3M | +8.7% | -2.2% | +10.9% | +9.1% |
| 6M | +11.2% | -0.9% | +12.1% | +11.2% |
| YTD | +20.0% | -0.7% | +20.7% | +19.7% |
| 1Y | +21.3% | -8.7% | +30.1% | +22.9% |
| 3Y | +43.8% | +37.7% | +6.1% | +35.0% |
| 5Y | +43.3% | +110.5% | -67.2% | +24.2% |
| 10Y | +136.8% | +416.8% | -280.0% | +74.3% |
| All | +562.7% | +11,972.0% | -11,409.3% | +214.0% |
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