+36.6%
ORLY vs NTRA
+507.7%
-471.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -6.8% | +4.1% | -10.9% | -6.8% |
| 3M | -4.8% | +50.0% | -54.8% | -5.7% |
| 6M | -9.1% | +67.3% | -76.4% | -10.3% |
| YTD | -5.9% | +43.6% | -49.5% | -7.1% |
| 1Y | -20.4% | +89.2% | -109.7% | -21.6% |
| 3Y | +36.6% | +502.5% | -466.0% | +28.5% |
| All | +36.6% | +507.7% | -471.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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