+724.2%
FCX vs O
+49.9%
+674.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | +3.1% | -2.3% | +5.4% | +4.4% |
| 30D | +8.1% | -2.4% | +10.6% | +9.5% |
| 3M | +18.9% | -0.6% | +19.5% | +18.5% |
| 6M | +26.6% | -5.0% | +31.6% | +29.1% |
| YTD | +51.2% | +10.4% | +40.8% | +41.5% |
| 1Y | +75.6% | +6.6% | +69.0% | +67.2% |
| 3Y | +101.7% | +28.4% | +73.3% | +69.4% |
| 5Y | +134.6% | +15.3% | +119.4% | +108.2% |
| 10Y | +724.2% | +55.3% | +668.8% | +601.4% |
| All | +724.2% | +49.9% | +674.3% | +601.4% |
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