+102.7%
FCX vs OWL
+9.9%
+92.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.5% | +9.9% | +7.0% |
| 7D | +5.7% | -3.9% | +9.7% | +7.1% |
| 30D | +10.1% | -3.7% | +13.7% | +10.9% |
| 3M | +20.2% | +21.4% | -1.2% | +10.6% |
| 6M | +29.7% | +18.3% | +11.3% | +19.4% |
| YTD | +51.9% | -20.1% | +72.0% | +62.7% |
| 1Y | +66.0% | -32.8% | +98.8% | +91.6% |
| 3Y | +102.7% | +8.6% | +94.2% | +85.9% |
| All | +102.7% | +9.9% | +92.8% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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