+262.4%
FCX vs OUST
-68.5%
+330.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.0% | +1.5% | -6.3% |
| 7D | -12.5% | -5.0% | -7.4% | -12.0% |
| 30D | -20.0% | -32.0% | +12.0% | -16.1% |
| 3M | -16.4% | -32.4% | +16.0% | -12.6% |
| 6M | +0.8% | +6.7% | -5.9% | -3.7% |
| YTD | +15.1% | +41.0% | -26.0% | +5.0% |
| 1Y | +45.3% | +18.0% | +27.4% | +35.2% |
| 3Y | +70.9% | +560.6% | -489.7% | +15.5% |
| 5Y | +67.5% | -55.1% | +122.6% | +47.6% |
| All | +262.4% | -68.5% | +330.9% | +244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling