+53,204.8%
ORLY vs NSC
+3,313.3%
+49,891.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | -1.4% | -0.8% | -1.7% |
| 30D | -7.6% | -3.4% | -4.2% | -6.7% |
| 3M | -5.5% | +5.1% | -10.5% | -7.1% |
| 6M | -9.7% | +9.2% | -18.9% | -12.5% |
| YTD | -6.2% | +13.4% | -19.7% | -10.4% |
| 1Y | -18.6% | +20.8% | -39.4% | -23.8% |
| 3Y | +33.8% | +76.1% | -42.2% | +9.3% |
| 5Y | +116.5% | +45.3% | +71.3% | +85.4% |
| 10Y | +361.0% | +335.7% | +25.3% | +173.5% |
| All | +53,204.8% | +3,313.3% | +49,891.5% | +16,293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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