+992.2%
FCX vs BKR
+586.4%
+405.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.7% | +0.1% | -3.0% |
| 7D | -1.9% | -6.7% | +4.8% | +1.9% |
| 30D | +3.4% | -8.3% | +11.7% | +8.3% |
| 3M | +15.0% | -5.4% | +20.4% | +17.8% |
| 6M | +14.6% | +0.8% | +13.8% | +12.5% |
| YTD | +41.2% | +31.8% | +9.4% | +19.5% |
| 1Y | +60.4% | +28.6% | +31.8% | +36.5% |
| 3Y | +88.4% | +71.2% | +17.2% | +34.5% |
| 5Y | +115.0% | +179.2% | -64.2% | +14.8% |
| 10Y | +669.9% | +124.0% | +545.9% | +326.8% |
| All | +992.2% | +586.4% | +405.7% | +419.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling