+83.9%
FCX vs OTIS
+0.6%
+83.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | -14.7% | +12.8% | -27.5% | -18.5% |
| 3M | -11.2% | +7.4% | -18.5% | -13.7% |
| 6M | -11.4% | +7.7% | -19.1% | -14.3% |
| YTD | +17.7% | -9.3% | +27.0% | +22.0% |
| 1Y | +47.5% | -12.1% | +59.6% | +55.5% |
| 3Y | +83.9% | +0.6% | +83.3% | +60.8% |
| All | +83.9% | +0.6% | +83.3% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling