+395.9%
FCX vs O
+82.5%
+313.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +3.0% | +3.0% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | -15.1% | +9.4% | -24.5% | -19.3% |
| 3M | -9.6% | -2.4% | -7.2% | -8.7% |
| 6M | -3.1% | -1.9% | -1.2% | -3.1% |
| YTD | +23.4% | +10.5% | +13.0% | +15.1% |
| 1Y | +52.7% | +10.0% | +42.7% | +42.6% |
| 3Y | +91.4% | +40.5% | +50.9% | +52.1% |
| 5Y | +62.7% | +10.2% | +52.5% | +47.8% |
| 10Y | +395.9% | +82.5% | +313.4% | +290.1% |
| All | +395.9% | +82.5% | +313.4% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling