+102.7%
FCX vs OMC
+12.9%
+89.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.2% | +5.8% |
| 7D | +5.7% | -5.8% | +11.5% | +7.2% |
| 30D | +10.1% | -4.8% | +14.9% | +11.2% |
| 3M | +20.2% | +9.2% | +11.0% | +16.0% |
| 6M | +29.7% | -2.5% | +32.2% | +29.5% |
| YTD | +51.9% | +2.6% | +49.4% | +48.7% |
| 1Y | +66.0% | +5.9% | +60.0% | +59.1% |
| 3Y | +102.7% | +14.2% | +88.6% | +64.1% |
| All | +102.7% | +12.9% | +89.9% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling