-49.5%
ORCL vs FCX
+58.1%
-107.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -2.5% |
| 7D | -14.4% | -6.0% | -8.4% | -12.2% |
| 30D | -12.8% | -13.6% | +0.7% | -7.3% |
| 3M | -14.8% | -6.8% | -8.0% | -12.1% |
| 6M | -30.9% | +13.2% | -44.0% | -32.8% |
| YTD | -35.7% | +24.4% | -60.1% | -42.2% |
| 1Y | -49.5% | +60.3% | -109.8% | -61.2% |
| All | -49.5% | +58.1% | -107.6% | -61.2% |
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