+102.7%
FCX vs BP
+36.5%
+66.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +4.4% |
| 7D | +5.7% | +0.9% | +4.8% | +5.4% |
| 30D | +10.1% | +9.1% | +0.9% | +6.0% |
| 3M | +20.2% | +3.9% | +16.3% | +17.5% |
| 6M | +29.7% | +13.6% | +16.0% | +17.6% |
| YTD | +51.9% | +34.0% | +17.9% | +23.5% |
| 1Y | +66.0% | +39.2% | +26.8% | +30.1% |
| 3Y | +102.7% | +36.4% | +66.3% | +56.1% |
| All | +102.7% | +36.5% | +66.3% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 3y: compounded portfolio wealth divided by compounded BP 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…
3y analysis · Full analysis span regression · 6 months rolling