+58.0%
ORLY vs NXT
+171.8%
-113.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.2% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -6.7% | -20.0% | +13.3% | -7.0% |
| 3M | -3.8% | -30.9% | +27.1% | -4.3% |
| 6M | -9.0% | -23.8% | +14.8% | -9.5% |
| YTD | -5.6% | -5.4% | -0.2% | -6.0% |
| 1Y | -19.5% | +28.0% | -47.5% | -19.6% |
| 3Y | +34.7% | +93.3% | -58.6% | +35.6% |
| All | +58.0% | +171.8% | -113.7% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling