+1,015.5%
FCX vs OMC
+2,030.0%
-1,014.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.5% |
| 7D | -4.9% | -6.4% | +1.5% | -1.9% |
| 30D | +4.8% | +1.1% | +3.7% | +3.8% |
| 3M | +4.6% | +10.4% | -5.8% | -2.0% |
| 6M | +10.8% | -1.7% | +12.5% | +9.8% |
| YTD | +44.2% | +4.4% | +39.8% | +35.3% |
| 1Y | +59.6% | +8.4% | +51.1% | +45.6% |
| 3Y | +82.2% | +14.4% | +67.9% | +58.8% |
| 5Y | +115.6% | +33.9% | +81.8% | +71.2% |
| 10Y | +670.6% | +34.9% | +635.7% | +501.2% |
| All | +1,015.5% | +2,030.0% | -1,014.5% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling