+134.6%
FCX vs EOG
+179.2%
-44.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | +3.1% | -1.3% | +4.4% | +3.8% |
| 30D | +8.1% | +3.4% | +4.7% | +6.3% |
| 3M | +18.9% | +7.8% | +11.1% | +12.9% |
| 6M | +26.6% | +13.4% | +13.3% | +14.5% |
| YTD | +51.2% | +43.5% | +7.7% | +18.5% |
| 1Y | +75.6% | +29.7% | +45.9% | +45.4% |
| 3Y | +101.7% | +23.2% | +78.5% | +69.0% |
| 5Y | +134.6% | +176.4% | -41.8% | +16.1% |
| All | +134.6% | +179.2% | -44.6% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling