+558.7%
XLP vs ORLY
+11,872.0%
-11,313.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +8.9% | +3.9% | +5.1% | +8.2% |
| 3M | +7.5% | -4.0% | +11.5% | +8.2% |
| 6M | +9.4% | -3.4% | +12.8% | +9.9% |
| YTD | +19.3% | -1.6% | +20.8% | +19.2% |
| 1Y | +21.7% | -7.5% | +29.3% | +23.0% |
| 3Y | +44.0% | +37.7% | +6.3% | +35.1% |
| 5Y | +42.8% | +109.3% | -66.5% | +23.8% |
| 10Y | +128.8% | +409.9% | -281.1% | +68.8% |
| All | +558.7% | +11,872.0% | -11,313.3% | +212.5% |
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 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