+363.4%
ORCL vs FCX
+701.1%
-337.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -3.0% | +1.2% |
| 7D | +15.0% | +5.7% | +9.3% | +13.6% |
| 30D | +10.5% | +10.1% | +0.5% | +8.1% |
| 3M | -23.0% | +20.2% | -43.2% | -26.2% |
| 6M | +7.0% | +29.7% | -22.7% | +0.6% |
| YTD | -15.8% | +51.9% | -67.7% | -23.6% |
| 1Y | -31.1% | +66.0% | -97.0% | -38.9% |
| 3Y | +33.3% | +102.7% | -69.5% | +11.3% |
| 5Y | +94.3% | +138.9% | -44.5% | +53.2% |
| 10Y | +363.4% | +701.1% | -337.7% | +160.2% |
| All | +363.4% | +701.1% | -337.7% | +160.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling