+119.2%
ORLY vs NTAP
+140.4%
-21.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.2% | -0.3% |
| 7D | -2.4% | +7.4% | -9.7% | -2.9% |
| 30D | -6.8% | -1.4% | -5.4% | -6.7% |
| 3M | -4.8% | +24.6% | -29.3% | -6.5% |
| 6M | -9.1% | +105.9% | -115.0% | -16.0% |
| YTD | -5.9% | +88.5% | -94.4% | -12.3% |
| 1Y | -20.4% | +62.1% | -82.5% | -24.5% |
| 3Y | +36.6% | +169.1% | -132.5% | +13.5% |
| All | +119.2% | +140.4% | -21.2% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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