+1,232.4%
FCX vs OTIS
+91.3%
+1,141.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.2% |
| 7D | -2.3% | -3.0% | +0.7% | -0.6% |
| 30D | +2.7% | -6.0% | +8.7% | +6.2% |
| 3M | +7.4% | -0.9% | +8.3% | +7.1% |
| 6M | +16.0% | -17.3% | +33.3% | +28.3% |
| YTD | +40.9% | -19.6% | +60.5% | +57.2% |
| 1Y | +56.4% | -21.0% | +77.5% | +76.1% |
| 3Y | +84.2% | -12.1% | +96.3% | +90.5% |
| 5Y | +114.6% | -17.1% | +131.7% | +124.7% |
| All | +1,232.4% | +91.3% | +1,141.1% | +1,027.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling