-11.4%
FCX vs OTIS
+7.3%
-18.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -1.9% |
| 7D | -0.3% | -1.3% | +1.0% | -0.5% |
| 30D | -14.7% | +12.8% | -27.5% | -13.5% |
| 3M | -11.2% | +7.4% | -18.5% | -10.2% |
| 6M | -11.4% | +7.7% | -19.1% | -10.5% |
| All | -11.4% | +7.3% | -18.7% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling