+1,015.5%
FCX vs SLB
+631.2%
+384.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -4.9% | +0.8% | -5.7% | -5.5% |
| 30D | +4.8% | +15.8% | -11.0% | -4.9% |
| 3M | +4.6% | -0.3% | +5.0% | +3.3% |
| 6M | +10.8% | +21.3% | -10.5% | -3.9% |
| YTD | +44.2% | +52.3% | -8.1% | +7.8% |
| 1Y | +59.6% | +63.6% | -4.0% | +13.1% |
| 3Y | +82.2% | +3.8% | +78.5% | +67.8% |
| 5Y | +115.6% | +128.6% | -13.0% | +12.8% |
| 10Y | +670.6% | -3.1% | +673.6% | +529.6% |
| All | +1,015.5% | +631.2% | +384.3% | +478.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling