+119.2%
ORLY vs NOC
+58.2%
+60.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | +0.8% | -3.1% | -2.5% |
| 30D | -6.8% | -9.7% | +2.9% | -4.9% |
| 3M | -4.8% | -5.6% | +0.9% | -3.8% |
| 6M | -9.1% | -28.6% | +19.5% | -3.0% |
| YTD | -5.9% | -7.9% | +2.0% | -4.9% |
| 1Y | -20.4% | -9.5% | -10.9% | -19.3% |
| 3Y | +36.6% | +28.4% | +8.2% | +26.8% |
| All | +119.2% | +58.2% | +60.9% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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