+94.6%
FCX vs O
+36.9%
+57.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.7% |
| 7D | -1.0% | +3.3% | -4.4% | -1.7% |
| 30D | -15.2% | +10.3% | -25.6% | -17.0% |
| 3M | -10.3% | -3.5% | -6.8% | -9.5% |
| 6M | +1.6% | -1.3% | +2.8% | +1.4% |
| YTD | +23.9% | +10.3% | +13.5% | +19.1% |
| 1Y | +58.0% | +10.4% | +47.6% | +51.8% |
| 3Y | +94.6% | +40.0% | +54.6% | +63.9% |
| All | +94.6% | +36.9% | +57.7% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling