+119.2%
ORLY vs NYT
+38.8%
+80.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -6.8% | +4.6% | -11.3% | -7.3% |
| 3M | -4.8% | -9.6% | +4.8% | -3.7% |
| 6M | -9.1% | -14.0% | +4.9% | -7.6% |
| YTD | -5.9% | -2.8% | -3.1% | -6.2% |
| 1Y | -20.4% | +15.6% | -36.0% | -22.7% |
| 3Y | +36.6% | +56.3% | -19.7% | +25.8% |
| All | +119.2% | +38.8% | +80.4% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling