+181.5%
FCX vs OWL
+22.6%
+158.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.8% | -2.1% | +1.4% | +0.1% |
| 30D | -15.1% | +11.6% | -26.6% | -18.7% |
| 3M | -9.6% | -13.8% | +4.2% | -5.3% |
| 6M | -3.1% | +7.8% | -10.9% | -7.2% |
| YTD | +23.4% | -25.8% | +49.2% | +34.1% |
| 1Y | +52.7% | -26.5% | +79.1% | +65.9% |
| 3Y | +91.4% | -9.6% | +101.0% | +87.8% |
| 5Y | +62.7% | -20.8% | +83.6% | +53.1% |
| All | +181.5% | +22.6% | +158.9% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling