+827.0%
FCX vs O
+3,684.0%
-2,857.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -2.4% | +3.5% | -5.9% | -4.1% |
| 30D | -18.0% | +10.4% | -28.4% | -22.1% |
| 3M | -14.3% | -2.4% | -11.8% | -13.5% |
| 6M | -1.7% | -1.2% | -0.5% | -2.1% |
| YTD | +19.8% | +10.4% | +9.4% | +12.6% |
| 1Y | +48.6% | +11.4% | +37.2% | +39.0% |
| 3Y | +85.8% | +40.4% | +45.4% | +52.3% |
| 5Y | +72.2% | +12.1% | +60.1% | +57.2% |
| 10Y | +386.3% | +82.7% | +303.6% | +234.1% |
| All | +827.0% | +3,684.0% | -2,857.0% | +143.3% |
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