+97.6%
FCX vs EOG
+22.2%
+75.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +3.1% | -1.3% | +4.4% | +3.5% |
| 30D | +8.1% | +3.4% | +4.7% | +7.0% |
| 3M | +18.9% | +7.8% | +11.1% | +15.0% |
| 6M | +26.6% | +13.4% | +13.3% | +17.2% |
| YTD | +51.2% | +43.5% | +7.7% | +22.2% |
| 1Y | +75.6% | +29.7% | +45.9% | +49.7% |
| All | +97.6% | +22.2% | +75.4% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling