+430.7%
FCX vs OVV
+48.9%
+381.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -1.0% | -10.7% | +9.7% | +3.0% |
| 30D | -15.2% | -5.3% | -9.9% | -13.9% |
| 3M | -10.3% | +2.4% | -12.7% | -11.8% |
| 6M | +1.6% | +5.7% | -4.1% | -2.2% |
| YTD | +23.9% | +56.8% | -32.9% | +1.2% |
| 1Y | +58.0% | +59.3% | -1.2% | +28.0% |
| 3Y | +94.6% | +49.0% | +45.6% | +58.0% |
| 5Y | +70.4% | +88.1% | -17.8% | +22.7% |
| 10Y | +430.7% | +42.5% | +388.1% | +202.8% |
| All | +430.7% | +48.9% | +381.8% | +202.8% |
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