+1,069.2%
FCX vs OKE
+8,606.9%
-7,537.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | +3.1% | -0.2% | +3.3% | +3.3% |
| 30D | +8.1% | +6.1% | +2.0% | +4.1% |
| 3M | +18.9% | +10.4% | +8.5% | +10.4% |
| 6M | +26.6% | +14.2% | +12.5% | +13.0% |
| YTD | +51.2% | +35.3% | +15.8% | +20.5% |
| 1Y | +75.6% | +40.6% | +34.9% | +35.8% |
| 3Y | +101.7% | +72.2% | +29.5% | +35.6% |
| 5Y | +134.6% | +139.6% | -5.0% | +30.1% |
| 10Y | +724.1% | +259.1% | +465.1% | +197.7% |
| All | +1,069.2% | +8,606.9% | -7,537.7% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling