+47.5%
FCX vs OVV
+75.5%
-28.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -1.9% |
| 7D | -0.3% | +8.0% | -8.3% | +0.5% |
| 30D | -14.7% | -2.0% | -12.7% | -14.9% |
| 3M | -11.2% | +5.4% | -16.6% | -10.4% |
| 6M | -11.4% | +14.3% | -25.7% | -9.7% |
| YTD | +17.7% | +69.4% | -51.7% | +10.5% |
| 1Y | +47.5% | +72.4% | -24.9% | +37.4% |
| All | +47.5% | +75.5% | -28.0% | +37.4% |
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 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