+130.2%
FCX vs OXY
+157.3%
-27.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +3.1% | +0.6% | +2.5% | +2.9% |
| 30D | +8.1% | +4.5% | +3.6% | +6.1% |
| 3M | +18.9% | +8.9% | +10.0% | +13.9% |
| 6M | +26.6% | +12.5% | +14.1% | +16.3% |
| YTD | +51.2% | +50.5% | +0.7% | +19.7% |
| 1Y | +75.6% | +38.6% | +36.9% | +43.6% |
| 3Y | +101.7% | -1.2% | +103.0% | +91.0% |
| All | +130.2% | +157.3% | -27.1% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling