+59.6%
FCX vs OUST
+33.5%
+26.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.1% |
| 7D | -4.9% | +5.2% | -10.1% | -5.8% |
| 30D | +4.8% | -19.3% | +24.1% | +8.4% |
| 3M | +4.6% | -22.6% | +27.3% | +5.8% |
| 6M | +10.8% | +62.8% | -52.0% | -6.4% |
| YTD | +44.2% | +68.3% | -24.1% | +19.2% |
| 1Y | +59.6% | +28.5% | +31.0% | +29.4% |
| All | +59.6% | +33.5% | +26.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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