+288.8%
FCX vs OUST
-60.6%
+349.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.8% | +14.0% | -14.7% | -2.6% |
| 30D | -15.1% | +2.5% | -17.6% | -15.7% |
| 3M | -9.6% | -15.3% | +5.7% | -8.4% |
| 6M | -3.1% | +42.6% | -45.7% | -10.9% |
| YTD | +23.4% | +76.6% | -53.2% | +9.1% |
| 1Y | +52.7% | +54.1% | -1.4% | +36.8% |
| 3Y | +91.4% | +675.3% | -583.9% | +26.5% |
| 5Y | +62.7% | -45.1% | +107.8% | +39.4% |
| All | +288.8% | -60.6% | +349.4% | +257.5% |
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