+119.2%
ORLY vs NTRA
+172.0%
-52.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3M | -4.8% | +50.0% | -54.8% | -6.5% |
| 6M | -9.1% | +67.3% | -76.4% | -11.2% |
| YTD | -5.9% | +43.6% | -49.5% | -7.7% |
| 1Y | -20.4% | +89.2% | -109.7% | -22.8% |
| 3Y | +36.6% | +502.5% | -466.0% | +24.4% |
| All | +119.2% | +172.0% | -52.9% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling