+85.3%
FCX vs RACE
+36.9%
+48.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -4.9% | -2.5% | -2.3% | -4.1% |
| 30D | +4.8% | +0.8% | +4.0% | +4.6% |
| 3M | +4.6% | +17.2% | -12.5% | -0.6% |
| 6M | +10.8% | +13.6% | -2.8% | +6.0% |
| YTD | +44.2% | +12.2% | +32.0% | +37.9% |
| 1Y | +59.6% | -16.3% | +75.8% | +64.9% |
| All | +85.3% | +36.9% | +48.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling