+395.9%
FCX vs OVV
+51.8%
+344.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +1.9% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | -15.1% | -2.5% | -12.5% | -14.6% |
| 3M | -9.6% | +0.5% | -10.1% | -10.5% |
| 6M | -3.1% | +8.5% | -11.5% | -7.6% |
| YTD | +23.4% | +64.5% | -41.0% | -0.9% |
| 1Y | +52.7% | +64.7% | -12.0% | +22.2% |
| 3Y | +91.4% | +54.1% | +37.2% | +53.5% |
| 5Y | +62.7% | +95.4% | -32.7% | +15.4% |
| 10Y | +395.9% | +54.9% | +340.9% | +171.3% |
| All | +395.9% | +51.8% | +344.0% | +171.3% |
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