+60.3%
FCX vs BKR
+5.7%
+54.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.9% | +3.2% |
| 7D | -6.0% | -8.8% | +2.8% | -3.2% |
| 30D | -13.6% | -13.1% | -0.5% | -9.7% |
| 3M | -6.8% | -18.9% | +12.1% | -0.2% |
| 6M | +13.2% | -27.2% | +40.4% | +25.8% |
| YTD | +24.4% | +10.7% | +13.7% | +22.6% |
| 1Y | +60.3% | +9.7% | +50.6% | +54.6% |
| All | +60.3% | +5.7% | +54.6% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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