+278.4%
FCX vs OUST
-62.3%
+340.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.6% | -2.1% |
| 7D | +4.4% | +19.9% | -15.5% | +1.7% |
| 30D | -16.3% | +3.6% | -19.9% | -17.1% |
| 3M | -12.5% | -20.6% | +8.2% | -10.6% |
| 6M | -8.0% | +35.1% | -43.1% | -14.8% |
| YTD | +20.1% | +69.1% | -49.0% | +6.8% |
| 1Y | +45.9% | +49.9% | -4.0% | +31.3% |
| 3Y | +86.2% | +642.4% | -556.1% | +23.9% |
| 5Y | +57.1% | -48.3% | +105.4% | +35.7% |
| All | +278.4% | -62.3% | +340.6% | +250.0% |
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