+60.3%
FCX vs OTIS
-9.8%
+70.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.5% | +1.6% |
| 7D | -6.0% | +9.5% | -15.5% | -5.4% |
| 30D | -13.6% | +21.1% | -34.7% | -13.1% |
| 3M | -6.8% | +9.0% | -15.8% | -6.1% |
| 6M | +13.2% | +6.4% | +6.7% | +13.8% |
| YTD | +24.4% | -7.1% | +31.5% | +23.4% |
| 1Y | +60.3% | -10.1% | +70.4% | +59.1% |
| All | +60.3% | -9.8% | +70.1% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling