+74.3%
FCX vs OVV
+34.1%
+40.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +2.8% |
| 7D | -4.9% | -16.7% | +11.8% | +0.5% |
| 30D | -17.1% | -1.5% | -15.6% | -17.1% |
| 3M | -12.7% | +1.6% | -14.2% | -14.0% |
| 6M | -2.0% | +2.0% | -4.0% | -4.4% |
| YTD | +18.1% | +56.8% | -38.7% | -7.5% |
| 1Y | +55.2% | +64.8% | -9.7% | +18.1% |
| 3Y | +74.3% | +38.3% | +36.1% | +39.5% |
| All | +74.3% | +34.1% | +40.2% | +39.5% |
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