+34,915.6%
ORLY vs NTAP
+23,312.9%
+11,602.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | -1.0% | +2.2% | -3.2% | -1.3% |
| 30D | -6.7% | -7.0% | +0.4% | -5.9% |
| 3M | -3.8% | +12.3% | -16.1% | -5.5% |
| 6M | -9.0% | +85.1% | -94.1% | -16.6% |
| YTD | -5.6% | +74.8% | -80.4% | -13.1% |
| 1Y | -19.5% | +52.7% | -72.2% | -24.7% |
| 3Y | +34.7% | +147.7% | -112.9% | +16.5% |
| 5Y | +118.0% | +124.8% | -6.7% | +89.6% |
| 10Y | +364.1% | +589.7% | -225.6% | +242.3% |
| All | +34,915.6% | +23,312.9% | +11,602.7% | +16,096.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling