+92.8%
FCX vs RACE
+26.1%
+66.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.8% | -3.9% | +3.1% | +0.5% |
| 30D | -15.1% | +6.8% | -21.9% | -16.7% |
| 3M | -9.6% | +1.3% | -10.9% | -10.0% |
| 6M | -3.1% | +26.3% | -29.3% | -9.9% |
| YTD | +23.4% | +13.8% | +9.6% | +17.6% |
| 1Y | +52.7% | -0.5% | +53.1% | +50.4% |
| All | +92.8% | +26.1% | +66.7% | +70.9% |
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