+416.4%
ORLY vs NTR
+97.9%
+318.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | -6.8% | +16.8% | -23.5% | -9.4% |
| 3M | -4.8% | +20.7% | -25.5% | -8.2% |
| 6M | -9.1% | +0.5% | -9.6% | -9.7% |
| YTD | -5.9% | +29.2% | -35.1% | -11.1% |
| 1Y | -20.4% | +39.6% | -60.0% | -26.1% |
| 3Y | +36.6% | +37.9% | -1.3% | +25.3% |
| 5Y | +117.3% | +47.1% | +70.3% | +80.9% |
| All | +416.4% | +97.9% | +318.5% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling