+251.6%
ORCL vs FCX
+437.2%
-185.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.7% | +2.1% |
| 7D | +0.5% | -1.0% | +1.5% | +0.7% |
| 30D | -15.3% | -15.2% | 0.0% | -12.0% |
| 3M | -18.2% | -10.3% | -7.9% | -16.1% |
| 6M | -38.4% | +1.6% | -40.0% | -38.6% |
| YTD | -37.7% | +23.9% | -61.6% | -40.8% |
| 1Y | -49.3% | +58.0% | -107.3% | -54.2% |
| 3Y | +10.6% | +94.6% | -84.0% | -6.2% |
| 5Y | +35.5% | +70.4% | -34.9% | +14.6% |
| 10Y | +251.6% | +430.7% | -179.1% | +115.0% |
| All | +251.6% | +437.2% | -185.6% | +115.0% |
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