+53,398.1%
ORLY vs NYT
+613.3%
+52,784.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | -4.8% | -9.6% | +4.8% | -3.3% |
| 6M | -9.1% | -14.0% | +4.9% | -6.9% |
| YTD | -5.9% | -2.8% | -3.1% | -6.2% |
| 1Y | -20.4% | +15.6% | -36.0% | -23.4% |
| 3Y | +36.6% | +56.3% | -19.7% | +22.5% |
| 5Y | +117.3% | +39.5% | +77.8% | +95.2% |
| 10Y | +362.7% | +488.0% | -125.3% | +202.9% |
| All | +53,398.1% | +613.3% | +52,784.8% | +35,261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling