+277.5%
FCX vs OUST
-60.6%
+338.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | -2.4% | +31.9% | -34.2% | -6.2% |
| 30D | -18.0% | -4.2% | -13.8% | -17.9% |
| 3M | -14.3% | -9.3% | -5.0% | -14.0% |
| 6M | -1.7% | +51.7% | -53.4% | -10.4% |
| YTD | +19.8% | +76.6% | -56.8% | +5.9% |
| 1Y | +48.6% | +48.9% | -0.2% | +33.8% |
| 3Y | +85.8% | +675.3% | -589.4% | +22.8% |
| 5Y | +72.2% | -44.0% | +116.3% | +47.1% |
| All | +277.5% | -60.6% | +338.1% | +247.1% |
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