+4,762.1%
ORCL vs FCX
+847.1%
+3,915.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.3% |
| 7D | -11.2% | -4.9% | -6.3% | -10.3% |
| 30D | -18.8% | -17.1% | -1.7% | -15.8% |
| 3M | -18.8% | -12.7% | -6.1% | -16.6% |
| 6M | -39.7% | -2.0% | -37.8% | -39.5% |
| YTD | -39.6% | +18.1% | -57.7% | -41.8% |
| 1Y | -51.7% | +55.2% | -106.9% | -55.8% |
| 3Y | +10.2% | +74.3% | -64.1% | -3.0% |
| 5Y | +30.8% | +71.9% | -41.1% | +12.4% |
| 10Y | +252.1% | +498.4% | -246.3% | +118.7% |
| All | +4,762.1% | +847.1% | +3,915.0% | +2,204.4% |
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