+102.8%
NOK vs FCX
+116.3%
-13.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.6% | +5.3% | +0.6% |
| 7D | +8.7% | -1.9% | +10.6% | +9.3% |
| 30D | +12.5% | +3.4% | +9.1% | +11.2% |
| 3M | -20.7% | +15.0% | -35.7% | -23.8% |
| 6M | +36.2% | +14.6% | +21.5% | +30.1% |
| YTD | +64.1% | +41.2% | +22.9% | +47.7% |
| 1Y | +132.4% | +60.4% | +72.0% | +100.3% |
| 3Y | +182.9% | +88.4% | +94.4% | +123.7% |
| 5Y | +102.8% | +115.0% | -12.3% | +50.4% |
| All | +102.8% | +116.3% | -13.5% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling