+487.3%
NOK vs FCX
+1,118.7%
-631.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.3% | +0.8% | +4.9% |
| 7D | +7.3% | +5.7% | +1.5% | +5.9% |
| 30D | +13.8% | +10.1% | +3.7% | +11.1% |
| 3M | -27.0% | +20.2% | -47.2% | -30.1% |
| 6M | +37.6% | +29.7% | +7.9% | +28.8% |
| YTD | +64.6% | +51.9% | +12.7% | +47.8% |
| 1Y | +132.0% | +66.0% | +66.1% | +102.3% |
| 3Y | +183.7% | +102.7% | +80.9% | +129.9% |
| 5Y | +101.3% | +138.9% | -37.6% | +51.9% |
| 10Y | +122.4% | +701.1% | -578.7% | +10.5% |
| All | +487.3% | +1,118.7% | -631.3% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling