+60.3%
FCX vs NOC
-7.1%
+67.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.9% | +1.2% |
| 7D | -6.0% | -5.0% | -1.0% | -6.1% |
| 30D | -13.6% | +10.3% | -23.9% | -13.7% |
| 3M | -6.8% | -4.3% | -2.5% | -6.7% |
| 6M | +13.2% | -6.5% | +19.7% | +13.9% |
| YTD | +24.4% | -6.7% | +31.1% | +23.2% |
| 1Y | +60.3% | -7.5% | +67.8% | +57.5% |
| All | +60.3% | -7.1% | +67.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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