+271.9%
FCX vs OUST
-64.1%
+336.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.0% | -11.4% | +0.7% |
| 7D | -4.9% | +17.0% | -21.9% | -7.1% |
| 30D | -17.1% | -16.5% | -0.6% | -15.5% |
| 3M | -12.7% | -23.7% | +11.0% | -10.3% |
| 6M | -2.0% | +18.4% | -20.3% | -7.8% |
| YTD | +18.1% | +60.8% | -42.7% | +5.7% |
| 1Y | +55.2% | +44.2% | +11.0% | +40.4% |
| 3Y | +74.3% | +668.1% | -593.8% | +15.3% |
| 5Y | +71.9% | -48.8% | +120.7% | +48.6% |
| All | +271.9% | -64.1% | +336.0% | +246.5% |
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