+810.5%
FCX vs OMC
+2,191.5%
-1,381.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.7% |
| 7D | -0.3% | +1.9% | -2.2% | -1.2% |
| 30D | -14.7% | +12.2% | -26.9% | -19.8% |
| 3M | -11.2% | +0.6% | -11.8% | -12.3% |
| 6M | -11.4% | +21.0% | -32.4% | -21.5% |
| YTD | +17.7% | +12.4% | +5.4% | +5.7% |
| 1Y | +47.5% | +25.4% | +22.1% | +24.5% |
| 3Y | +83.9% | +29.2% | +54.7% | +49.5% |
| 5Y | +54.0% | +52.6% | +1.4% | +13.4% |
| 10Y | +372.9% | +53.6% | +319.2% | +243.3% |
| All | +810.5% | +2,191.5% | -1,381.0% | +293.8% |
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