+87.6%
FCX vs OVV
+57.6%
+30.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.4% |
| 7D | +4.4% | +6.5% | -2.1% | +2.4% |
| 30D | -16.3% | -2.7% | -13.7% | -16.0% |
| 3M | -12.5% | +3.1% | -15.6% | -14.0% |
| 6M | -8.0% | +12.8% | -20.8% | -13.2% |
| YTD | +20.1% | +68.1% | -48.0% | -7.7% |
| 1Y | +45.9% | +73.6% | -27.7% | +9.9% |
| All | +87.6% | +57.6% | +30.1% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling