+457.3%
ORLY vs NTRA
+1,727.4%
-1,270.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | -4.8% | +50.0% | -54.8% | -7.4% |
| 6M | -9.1% | +67.3% | -76.4% | -12.4% |
| YTD | -5.9% | +43.6% | -49.5% | -8.6% |
| 1Y | -20.4% | +89.2% | -109.7% | -24.1% |
| 3Y | +36.6% | +502.5% | -466.0% | +18.8% |
| 5Y | +117.3% | +173.8% | -56.4% | +93.6% |
| 10Y | +362.7% | +3,189.3% | -2,826.6% | +235.4% |
| All | +457.3% | +1,727.4% | -1,270.1% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling