+102.7%
FCX vs NOC
+26.5%
+76.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.3% |
| 7D | +5.7% | -2.7% | +8.4% | +5.9% |
| 30D | +10.1% | -8.9% | +18.9% | +10.7% |
| 3M | +20.2% | -3.7% | +23.9% | +20.2% |
| 6M | +29.7% | -30.8% | +60.5% | +34.2% |
| YTD | +51.9% | -7.9% | +59.9% | +52.6% |
| 1Y | +66.0% | -9.4% | +75.4% | +67.1% |
| 3Y | +102.7% | +29.0% | +73.8% | +95.4% |
| All | +102.7% | +26.5% | +76.2% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling