+52.6%
XOM vs FCX
+58.1%
-5.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -6.0% | -4.5% |
| 7D | -7.0% | -6.0% | -1.0% | -7.4% |
| 30D | +3.2% | -13.6% | +16.8% | +2.1% |
| 3M | +10.7% | -6.8% | +17.4% | +10.2% |
| 6M | +11.6% | +13.2% | -1.6% | +12.6% |
| YTD | +43.5% | +24.4% | +19.1% | +41.6% |
| 1Y | +52.6% | +60.3% | -7.7% | +46.9% |
| All | +52.6% | +58.1% | -5.5% | +46.9% |
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