+31.5%
ORCL vs FCX
+90.9%
-59.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +3.0% |
| 7D | +5.3% | -4.9% | +10.1% | +7.0% |
| 30D | +10.0% | +4.8% | +5.2% | +8.1% |
| 3M | -32.6% | +4.6% | -37.2% | -33.8% |
| 6M | +4.9% | +10.8% | -5.9% | +0.2% |
| YTD | -17.8% | +44.2% | -62.0% | -28.0% |
| 1Y | -28.0% | +59.6% | -87.6% | -39.6% |
| All | +31.5% | +90.9% | -59.5% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling