+60.3%
FCX vs OMC
+24.5%
+35.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.9% | +1.8% |
| 7D | -6.0% | +12.5% | -18.5% | -5.0% |
| 30D | -13.6% | +16.3% | -29.9% | -12.5% |
| 3M | -6.8% | +8.1% | -14.9% | -6.0% |
| 6M | +13.2% | +17.2% | -4.0% | +14.2% |
| YTD | +24.4% | +11.8% | +12.6% | +25.2% |
| 1Y | +60.3% | +23.9% | +36.3% | +58.2% |
| All | +60.3% | +24.5% | +35.8% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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