+270.8%
FCX vs OUST
-65.5%
+336.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.5% | +6.5% | -0.8% |
| 7D | -0.3% | -3.8% | +3.5% | +0.2% |
| 30D | -14.7% | +5.1% | -19.8% | -15.7% |
| 3M | -11.2% | -25.8% | +14.6% | -8.4% |
| 6M | -11.4% | -2.0% | -9.4% | -14.1% |
| YTD | +17.7% | +54.7% | -37.0% | +5.9% |
| 1Y | +47.5% | +48.8% | -1.3% | +33.0% |
| 3Y | +83.9% | +607.8% | -523.9% | +23.1% |
| 5Y | +54.0% | -52.7% | +106.7% | +34.6% |
| All | +270.8% | -65.5% | +336.3% | +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