+62.7%
FCX vs OWL
-18.7%
+81.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.8% | -2.1% | +1.4% | +0.2% |
| 30D | -15.1% | +11.6% | -26.6% | -19.1% |
| 3M | -9.6% | -13.8% | +4.2% | -4.8% |
| 6M | -3.1% | +7.8% | -10.9% | -7.8% |
| YTD | +23.4% | -25.8% | +49.2% | +35.7% |
| 1Y | +52.7% | -26.5% | +79.1% | +67.8% |
| 3Y | +91.4% | -9.6% | +101.0% | +82.4% |
| 5Y | +62.7% | -20.8% | +83.6% | +55.4% |
| All | +62.7% | -18.7% | +81.4% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling