+60.4%
FCX vs EOG
+29.6%
+30.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -6.9% | -6.5% |
| 7D | -1.9% | +1.0% | -2.9% | -1.6% |
| 30D | +3.4% | +2.8% | +0.6% | +4.3% |
| 3M | +15.0% | +5.9% | +9.1% | +17.8% |
| 6M | +14.6% | +17.1% | -2.4% | +15.7% |
| YTD | +41.2% | +43.9% | -2.7% | +36.3% |
| 1Y | +60.4% | +26.9% | +33.5% | +39.1% |
| All | +60.4% | +29.6% | +30.8% | +39.1% |
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