-43.3%
ORCL vs FCX
+47.1%
-90.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.2% |
| 7D | +10.4% | +4.4% | +6.0% | +8.4% |
| 30D | -11.2% | -16.3% | +5.1% | -4.2% |
| 3M | -16.8% | -12.5% | -4.3% | -11.8% |
| 6M | -31.5% | -8.0% | -23.4% | -28.9% |
| YTD | -33.9% | +20.1% | -54.0% | -40.2% |
| 1Y | -43.3% | +45.9% | -89.2% | -53.1% |
| All | -43.3% | +47.1% | -90.4% | -53.1% |
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