+701.1%
FCX vs OVV
+54.2%
+646.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.4% | +5.7% |
| 7D | +5.7% | -3.7% | +9.5% | +7.2% |
| 30D | +10.1% | +8.0% | +2.1% | +6.9% |
| 3M | +20.2% | +11.3% | +8.9% | +14.5% |
| 6M | +29.7% | +24.0% | +5.7% | +16.9% |
| YTD | +51.9% | +65.3% | -13.4% | +22.6% |
| 1Y | +66.0% | +60.2% | +5.8% | +34.4% |
| 3Y | +102.7% | +46.9% | +55.8% | +66.0% |
| 5Y | +138.9% | +158.7% | -19.9% | +55.1% |
| 10Y | +701.1% | +50.8% | +650.2% | +343.5% |
| All | +701.1% | +54.2% | +646.9% | +343.5% |
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