+854.8%
FCX vs OMC
+2,215.0%
-1,360.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.8% | +1.6% | -2.3% | -1.5% |
| 30D | -15.1% | +15.3% | -30.4% | -21.2% |
| 3M | -9.6% | +4.5% | -14.1% | -12.5% |
| 6M | -3.1% | +20.8% | -23.8% | -14.0% |
| YTD | +23.4% | +13.5% | +9.9% | +10.3% |
| 1Y | +52.7% | +25.2% | +27.4% | +29.1% |
| 3Y | +91.4% | +30.5% | +60.9% | +54.8% |
| 5Y | +62.7% | +52.7% | +10.1% | +19.8% |
| 10Y | +395.9% | +55.2% | +340.6% | +258.2% |
| All | +854.8% | +2,215.0% | -1,360.1% | +310.9% |
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