+19,609.8%
ORLY vs NVMI
+1,965.6%
+17,644.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -6.8% | -8.4% | +1.6% | -6.4% |
| 3M | -4.8% | -33.6% | +28.8% | -2.9% |
| 6M | -9.1% | -14.7% | +5.6% | -9.0% |
| YTD | -5.9% | +13.2% | -19.1% | -7.5% |
| 1Y | -20.4% | +29.0% | -49.4% | -22.6% |
| 3Y | +36.6% | +215.0% | -178.4% | +23.6% |
| 5Y | +117.3% | +268.6% | -151.2% | +93.1% |
| 10Y | +362.7% | +3,124.7% | -2,762.0% | +262.0% |
| All | +19,609.8% | +1,965.6% | +17,644.2% | +12,166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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