+138.9%
FCX vs O
+14.8%
+124.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.5% |
| 7D | +5.7% | -0.6% | +6.3% | +6.0% |
| 30D | +10.1% | -2.0% | +12.0% | +10.9% |
| 3M | +20.2% | +3.0% | +17.2% | +17.9% |
| 6M | +29.7% | -3.6% | +33.3% | +31.0% |
| YTD | +51.9% | +12.1% | +39.9% | +42.6% |
| 1Y | +66.0% | +8.9% | +57.1% | +57.7% |
| 3Y | +102.7% | +30.3% | +72.4% | +71.6% |
| 5Y | +138.9% | +13.7% | +125.1% | +115.0% |
| All | +138.9% | +14.8% | +124.1% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling