+56.4%
FCX vs OKE
+40.5%
+16.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | +0.2% |
| 7D | -2.3% | +1.2% | -3.5% | -1.8% |
| 30D | +2.7% | +4.5% | -1.8% | +4.6% |
| 3M | +7.4% | +9.6% | -2.2% | +11.8% |
| 6M | +16.0% | +15.4% | +0.6% | +21.5% |
| YTD | +40.9% | +36.5% | +4.5% | +48.8% |
| 1Y | +56.4% | +39.0% | +17.5% | +54.6% |
| All | +56.4% | +40.5% | +16.0% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 1y: compounded portfolio wealth divided by compounded OKE 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…
1y analysis · Full analysis span regression · 6 months rolling