+47.5%
FCX vs EOG
+49.4%
-1.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -1.5% |
| 7D | -0.3% | +7.6% | -7.9% | +1.8% |
| 30D | -14.7% | +3.4% | -18.1% | -13.8% |
| 3M | -11.2% | +12.7% | -23.9% | -7.4% |
| 6M | -11.4% | +19.0% | -30.4% | -5.5% |
| YTD | +17.7% | +55.6% | -37.8% | +16.3% |
| 1Y | +47.5% | +49.5% | -2.1% | +48.4% |
| All | +47.5% | +49.4% | -1.9% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling