+277.8%
ORCL vs FCX
+389.5%
-111.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.0% | +5.8% | +8.1% |
| 7D | +3.8% | -0.8% | +4.5% | +4.0% |
| 30D | -6.6% | -15.1% | +8.5% | -2.9% |
| 3M | -11.4% | -9.6% | -1.8% | -9.3% |
| 6M | -33.3% | -3.1% | -30.2% | -32.8% |
| YTD | -33.3% | +23.4% | -56.7% | -36.5% |
| 1Y | -44.9% | +52.7% | -97.6% | -49.9% |
| 3Y | +17.6% | +91.4% | -73.8% | +0.1% |
| 5Y | +46.1% | +62.7% | -16.7% | +24.7% |
| 10Y | +277.8% | +395.9% | -118.1% | +130.6% |
| All | +277.8% | +389.5% | -111.8% | +130.6% |
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 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