+290.1%
FCX vs OUST
-60.2%
+350.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.8% | -6.0% | +3.4% |
| 7D | -1.0% | +36.7% | -37.7% | -5.4% |
| 30D | -15.2% | -3.3% | -11.9% | -15.3% |
| 3M | -10.3% | -11.1% | +0.9% | -9.8% |
| 6M | +1.6% | +53.1% | -51.5% | -7.5% |
| YTD | +23.9% | +78.2% | -54.4% | +9.3% |
| 1Y | +58.0% | +50.0% | +8.0% | +42.1% |
| 3Y | +94.6% | +836.2% | -741.6% | +25.4% |
| 5Y | +70.4% | -50.0% | +120.4% | +47.9% |
| All | +290.1% | -60.2% | +350.4% | +258.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling