+55.2%
FCX vs OVV
+67.1%
-11.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +2.6% |
| 7D | -4.9% | -16.7% | +11.8% | -6.8% |
| 30D | -17.1% | -1.5% | -15.6% | -17.1% |
| 3M | -12.7% | +1.6% | -14.2% | -12.2% |
| 6M | -2.0% | +2.0% | -4.0% | -1.3% |
| YTD | +18.1% | +56.8% | -38.7% | +10.9% |
| 1Y | +55.2% | +64.8% | -9.7% | +41.0% |
| All | +55.2% | +67.1% | -11.9% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling