-31.1%
ORCL vs FCX
+66.4%
-97.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -3.0% | +0.4% |
| 7D | +15.0% | +5.7% | +9.3% | +12.6% |
| 30D | +10.5% | +10.1% | +0.5% | +6.5% |
| 3M | -23.0% | +20.2% | -43.2% | -28.3% |
| 6M | +7.0% | +29.7% | -22.7% | -3.3% |
| YTD | -15.8% | +51.9% | -67.7% | -28.7% |
| 1Y | -31.1% | +66.0% | -97.0% | -44.0% |
| All | -31.1% | +66.4% | -97.5% | -44.0% |
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 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