+36.6%
ORLY vs NTR
+36.8%
-0.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -6.8% | +16.8% | -23.5% | -7.6% |
| 3M | -4.8% | +20.7% | -25.5% | -5.9% |
| 6M | -9.1% | +0.5% | -9.6% | -9.1% |
| YTD | -5.9% | +29.2% | -35.1% | -7.7% |
| 1Y | -20.4% | +39.6% | -60.0% | -22.4% |
| 3Y | +36.6% | +37.9% | -1.3% | +36.1% |
| All | +36.6% | +36.8% | -0.2% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling