+74.3%
FCX vs SLB
-6.1%
+80.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.3% |
| 7D | -4.9% | -7.1% | +2.2% | -1.1% |
| 30D | -17.1% | +4.1% | -21.2% | -18.9% |
| 3M | -12.7% | -2.6% | -10.0% | -12.1% |
| 6M | -2.0% | -8.6% | +6.6% | +1.6% |
| YTD | +18.1% | +32.2% | -14.1% | -2.3% |
| 1Y | +55.2% | +40.7% | +14.5% | +23.3% |
| 3Y | +74.3% | -4.5% | +78.9% | +74.2% |
| All | +74.3% | -6.1% | +80.4% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 3y: compounded portfolio wealth divided by compounded SLB 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…
3y analysis · Full analysis span regression · 6 months rolling