+5,844.6%
ORLY vs NRG
+1,510.3%
+4,334.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.1% |
| 7D | -2.4% | -4.7% | +2.3% | -1.7% |
| 30D | -6.8% | -6.0% | -0.8% | -6.1% |
| 3M | -4.8% | -8.0% | +3.2% | -4.5% |
| 6M | -9.1% | -23.2% | +14.1% | -6.9% |
| YTD | -5.9% | -28.1% | +22.1% | -3.0% |
| 1Y | -20.4% | -27.3% | +6.9% | -18.6% |
| 3Y | +36.6% | +208.7% | -172.1% | +5.5% |
| 5Y | +117.3% | +197.7% | -80.3% | +66.3% |
| 10Y | +362.7% | +1,103.3% | -740.6% | +172.5% |
| All | +5,844.6% | +1,510.3% | +4,334.3% | +3,154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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