+257.2%
XOM vs ORLY
+116.6%
+140.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +4.1% | -2.4% | +6.4% | +4.4% |
| 30D | +4.6% | -6.8% | +11.3% | +5.4% |
| 3M | +14.0% | -4.8% | +18.7% | +14.4% |
| 6M | +11.0% | -9.1% | +20.0% | +11.9% |
| YTD | +40.7% | -5.9% | +46.6% | +41.1% |
| 1Y | +52.3% | -20.4% | +72.7% | +56.3% |
| 3Y | +60.5% | +36.6% | +23.9% | +51.8% |
| All | +257.2% | +116.6% | +140.6% | +207.4% |
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