+36.1%
ORLY vs NXT
+87.2%
-51.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.7% |
| 7D | -2.1% | -2.6% | +0.4% | -2.2% |
| 30D | -7.6% | -22.4% | +14.8% | -8.0% |
| 3M | -5.5% | -27.3% | +21.9% | -5.9% |
| 6M | -9.7% | -28.5% | +18.8% | -10.3% |
| YTD | -6.2% | -6.6% | +0.4% | -6.7% |
| 1Y | -18.6% | +20.4% | -39.0% | -18.8% |
| All | +36.1% | +87.2% | -51.1% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling