+53,560.1%
ORLY vs NOC
+6,263.6%
+47,296.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.0% | -1.6% | +0.6% | -0.6% |
| 30D | -6.7% | -10.4% | +3.7% | -4.0% |
| 3M | -3.8% | -5.6% | +1.8% | -2.6% |
| 6M | -9.0% | -30.4% | +21.4% | -0.4% |
| YTD | -5.6% | -8.5% | +2.9% | -4.2% |
| 1Y | -19.5% | -8.3% | -11.2% | -18.4% |
| 3Y | +34.7% | +28.2% | +6.5% | +23.0% |
| 5Y | +118.0% | +56.7% | +61.3% | +85.5% |
| 10Y | +364.1% | +189.3% | +174.8% | +232.7% |
| All | +53,560.1% | +6,263.6% | +47,296.6% | +22,999.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling