+53,398.1%
ORLY vs NTRS
+3,229.4%
+50,168.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -2.4% | +1.4% | -3.7% | -2.8% |
| 30D | -6.8% | -0.7% | -6.1% | -6.6% |
| 3M | -4.8% | +11.3% | -16.1% | -8.1% |
| 6M | -9.1% | +35.5% | -44.6% | -17.6% |
| YTD | -5.9% | +40.6% | -46.5% | -16.1% |
| 1Y | -20.4% | +49.2% | -69.6% | -30.5% |
| 3Y | +36.6% | +167.2% | -130.6% | -3.1% |
| 5Y | +117.3% | +94.9% | +22.4% | +65.8% |
| 10Y | +362.7% | +259.5% | +103.2% | +177.8% |
| All | +53,398.1% | +3,229.4% | +50,168.7% | +17,413.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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