+118.0%
NOK vs FCX
+60.8%
+57.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | -1.8% | -4.9% | +3.1% | -0.3% |
| 30D | +4.7% | +4.8% | -0.1% | +3.0% |
| 3M | -39.7% | +4.6% | -44.3% | -41.1% |
| 6M | +23.1% | +10.8% | +12.2% | +17.9% |
| YTD | +55.0% | +44.2% | +10.8% | +43.6% |
| 1Y | +118.0% | +59.6% | +58.5% | +99.5% |
| All | +118.0% | +60.8% | +57.3% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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