+37.4%
XLV vs ORLY
+122.6%
-85.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.0% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | +0.2% | -4.2% | +4.4% | +1.3% |
| 3M | +9.5% | -4.2% | +13.7% | +10.5% |
| 6M | +12.9% | -4.7% | +17.7% | +13.9% |
| YTD | +9.3% | -4.4% | +13.7% | +9.9% |
| 1Y | +23.6% | -18.9% | +42.4% | +29.3% |
| 3Y | +32.4% | +39.1% | -6.7% | +20.0% |
| 5Y | +37.4% | +121.4% | -84.0% | +6.1% |
| All | +37.4% | +122.6% | -85.2% | +6.1% |
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