+386.3%
FCX vs OVV
+46.5%
+339.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.1% | -3.9% |
| 7D | -2.4% | -7.3% | +4.9% | +0.2% |
| 30D | -18.0% | -3.6% | -14.4% | -17.2% |
| 3M | -14.3% | -2.6% | -11.6% | -14.2% |
| 6M | -1.7% | +7.6% | -9.3% | -6.0% |
| YTD | +19.8% | +59.6% | -39.8% | -2.7% |
| 1Y | +48.6% | +62.2% | -13.6% | +19.6% |
| 3Y | +85.8% | +49.6% | +36.2% | +50.6% |
| 5Y | +72.2% | +98.9% | -26.7% | +21.6% |
| 10Y | +386.3% | +45.1% | +341.2% | +174.4% |
| All | +386.3% | +46.5% | +339.8% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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