+2,792.1%
ORLY vs COPX
+179.8%
+2,612.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | +0.5% |
| 7D | -2.1% | -2.9% | +0.8% | -1.7% |
| 30D | -7.6% | 0.0% | -7.6% | -7.8% |
| 3M | -5.5% | +14.8% | -20.3% | -8.1% |
| 6M | -9.7% | +7.0% | -16.8% | -11.9% |
| YTD | -6.2% | +23.8% | -30.1% | -11.2% |
| 1Y | -18.6% | +75.7% | -94.3% | -27.9% |
| 3Y | +33.8% | +156.4% | -122.6% | +7.8% |
| 5Y | +116.5% | +167.6% | -51.0% | +68.6% |
| 10Y | +361.0% | +569.1% | -208.1% | +176.8% |
| All | +2,792.1% | +179.8% | +2,612.3% | +1,917.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling