+471.0%
ORLY vs NVT
+694.8%
-223.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.3% |
| 7D | -2.1% | +2.0% | -4.2% | -2.6% |
| 30D | -7.6% | -7.2% | -0.5% | -6.5% |
| 3M | -5.5% | -0.9% | -4.6% | -6.3% |
| 6M | -9.7% | +42.6% | -52.3% | -18.1% |
| YTD | -6.2% | +52.9% | -59.1% | -16.7% |
| 1Y | -18.6% | +64.5% | -83.1% | -29.5% |
| 3Y | +33.8% | +178.0% | -144.1% | -4.1% |
| 5Y | +116.5% | +402.8% | -286.3% | +24.4% |
| All | +471.0% | +694.8% | -223.8% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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