+134.4%
FCX vs OSCR
-11.8%
+146.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.2% |
| 7D | +3.1% | +4.7% | -1.6% | +2.7% |
| 30D | +8.1% | +14.8% | -6.7% | +6.7% |
| 3M | +18.9% | +16.7% | +2.3% | +16.8% |
| 6M | +26.6% | +127.5% | -100.9% | +15.8% |
| YTD | +51.2% | +121.0% | -69.9% | +38.4% |
| 1Y | +75.6% | +58.4% | +17.1% | +64.2% |
| 3Y | +101.7% | +392.4% | -290.7% | +58.9% |
| 5Y | +134.6% | +80.5% | +54.2% | +80.4% |
| All | +134.4% | -11.8% | +146.2% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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