+1,015.5%
FCX vs O
+3,755.0%
-2,739.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -4.9% | -0.7% | -4.1% | -4.5% |
| 30D | +4.8% | -1.9% | +6.7% | +5.8% |
| 3M | +4.6% | +3.8% | +0.8% | +2.0% |
| 6M | +10.8% | -4.7% | +15.6% | +12.7% |
| YTD | +44.2% | +12.5% | +31.7% | +34.6% |
| 1Y | +59.6% | +10.8% | +48.7% | +49.8% |
| 3Y | +82.2% | +28.8% | +53.5% | +56.2% |
| 5Y | +115.6% | +13.2% | +102.4% | +96.1% |
| 10Y | +670.6% | +53.5% | +617.1% | +475.9% |
| All | +1,015.5% | +3,755.0% | -2,739.5% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling