+115.0%
FCX vs OTIS
-19.0%
+134.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -5.3% |
| 7D | -1.9% | -5.0% | +3.2% | +1.4% |
| 30D | +3.4% | -6.5% | +9.9% | +7.8% |
| 3M | +15.0% | -2.0% | +16.9% | +15.4% |
| 6M | +14.6% | -20.2% | +34.8% | +31.6% |
| YTD | +41.2% | -21.0% | +62.2% | +61.6% |
| 1Y | +60.4% | -20.9% | +81.2% | +82.7% |
| 3Y | +88.4% | -13.3% | +101.8% | +90.7% |
| 5Y | +115.0% | -18.5% | +133.6% | +130.6% |
| All | +115.0% | -19.0% | +134.0% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling