+6,525.0%
ORCL vs FCX
+1,056.8%
+5,468.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +3.0% |
| 7D | +5.3% | -4.9% | +10.1% | +6.3% |
| 30D | +10.0% | +4.8% | +5.2% | +8.9% |
| 3M | -32.6% | +4.6% | -37.2% | -33.2% |
| 6M | +4.9% | +10.8% | -5.9% | +2.3% |
| YTD | -17.8% | +44.2% | -62.0% | -23.8% |
| 1Y | -28.0% | +59.6% | -87.6% | -34.8% |
| 3Y | +36.0% | +82.2% | -46.2% | +18.2% |
| 5Y | +88.7% | +115.6% | -26.9% | +54.6% |
| 10Y | +346.9% | +670.6% | -323.7% | +163.4% |
| All | +6,525.0% | +1,056.8% | +5,468.2% | +2,918.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling