+192.9%
XOM vs FCX
+688.3%
-495.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.1% | -2.3% | +6.4% | +4.6% |
| 30D | +4.6% | +2.7% | +1.9% | +3.4% |
| 3M | +14.0% | +7.4% | +6.6% | +10.5% |
| 6M | +11.0% | +16.0% | -5.1% | +3.1% |
| YTD | +40.7% | +40.9% | -0.2% | +22.6% |
| 1Y | +52.3% | +56.4% | -4.1% | +26.9% |
| 3Y | +60.5% | +84.2% | -23.8% | +21.2% |
| 5Y | +266.4% | +114.6% | +151.8% | +150.3% |
| All | +192.9% | +688.3% | -495.4% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling