+53.6%
FCX vs OUST
+42.6%
+11.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.8% | -6.0% | +2.8% |
| 7D | -1.0% | +36.7% | -37.7% | -7.1% |
| 30D | -15.2% | -3.3% | -11.9% | -15.4% |
| 3M | -10.3% | -11.1% | +0.9% | -9.8% |
| 6M | +1.6% | +53.1% | -51.5% | -13.1% |
| YTD | +23.9% | +78.2% | -54.4% | -2.2% |
| All | +53.6% | +42.6% | +11.0% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling