+1,015.5%
FCX vs OXY
+1,245.6%
-230.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.8% |
| 7D | -4.9% | +1.6% | -6.5% | -5.8% |
| 30D | +4.8% | +11.6% | -6.8% | -2.2% |
| 3M | +4.6% | +2.8% | +1.8% | +1.3% |
| 6M | +10.8% | +13.0% | -2.2% | -2.3% |
| YTD | +44.2% | +47.4% | -3.2% | +7.1% |
| 1Y | +59.6% | +31.5% | +28.1% | +25.7% |
| 3Y | +82.2% | -1.9% | +84.2% | +68.4% |
| 5Y | +115.6% | +148.0% | -32.3% | +1.8% |
| 10Y | +670.6% | +2.3% | +668.3% | +340.2% |
| All | +1,015.5% | +1,245.6% | -230.1% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling