+462.6%
NEM vs ORLY
+52,521.5%
-52,059.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -3.3% | -2.1% | -1.1% | -3.1% |
| 30D | +7.8% | -7.6% | +15.5% | +8.4% |
| 3M | +36.3% | -5.5% | +41.7% | +36.6% |
| 6M | +6.6% | -9.7% | +16.3% | +7.1% |
| YTD | +27.1% | -6.2% | +33.4% | +27.5% |
| 1Y | +62.3% | -18.6% | +81.0% | +64.3% |
| 3Y | +245.1% | +33.8% | +211.2% | +237.0% |
| 5Y | +154.0% | +116.5% | +37.5% | +139.4% |
| 10Y | +311.0% | +361.0% | -50.1% | +265.9% |
| All | +462.6% | +52,521.5% | -52,059.0% | +271.5% |
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