+361.0%
ORLY vs COPX
+583.8%
-222.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | -2.3% | 0.0% | -2.1% |
| 30D | -6.8% | +0.3% | -7.0% | -7.0% |
| 3M | -4.8% | +6.8% | -11.6% | -6.2% |
| 6M | -9.1% | +7.9% | -17.0% | -11.4% |
| YTD | -5.9% | +23.7% | -29.6% | -11.0% |
| 1Y | -20.4% | +71.5% | -91.9% | -29.4% |
| 3Y | +36.6% | +149.1% | -112.5% | +9.3% |
| 5Y | +117.3% | +167.3% | -50.0% | +65.8% |
| All | +361.0% | +583.8% | -222.8% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling