+33.2%
NEE vs ORLY
+34.2%
-0.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -1.3% | -2.4% | +1.0% | -1.0% |
| 30D | -3.3% | -6.8% | +3.4% | -2.5% |
| 3M | -2.3% | -4.8% | +2.5% | -1.8% |
| 6M | -8.9% | -9.1% | +0.2% | -7.9% |
| YTD | +4.8% | -5.9% | +10.7% | +5.3% |
| 1Y | +18.7% | -20.4% | +39.1% | +21.9% |
| 3Y | +33.2% | +36.6% | -3.3% | +29.5% |
| All | +33.2% | +34.2% | -0.9% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling