+60.3%
FCX vs OXY
+45.4%
+14.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.1% | +6.5% | +0.3% |
| 7D | -6.0% | -8.8% | +2.8% | -7.7% |
| 30D | -13.6% | -1.7% | -11.9% | -13.8% |
| 3M | -6.8% | +4.5% | -11.3% | -5.5% |
| 6M | +13.2% | -4.0% | +17.2% | +13.0% |
| YTD | +24.4% | +41.4% | -17.0% | +18.0% |
| 1Y | +60.3% | +45.9% | +14.4% | +50.8% |
| All | +60.3% | +45.4% | +14.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · 6 months rolling