+354.2%
FCX vs OUST
-62.4%
+416.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | 0.0% |
| 7D | -4.9% | +5.2% | -10.1% | -5.5% |
| 30D | +4.8% | -19.3% | +24.1% | +7.4% |
| 3M | +4.6% | -22.6% | +27.3% | +5.7% |
| 6M | +10.8% | +62.8% | -52.0% | +0.3% |
| YTD | +44.2% | +68.3% | -24.1% | +29.1% |
| 1Y | +59.6% | +28.5% | +31.0% | +45.9% |
| 3Y | +82.2% | +554.0% | -471.8% | +23.1% |
| 5Y | +115.6% | -56.2% | +171.8% | +91.1% |
| All | +354.2% | -62.4% | +416.7% | +323.2% |
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