+60.3%
FCX vs RBA
-2.0%
+62.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +1.1% |
| 7D | -6.0% | +12.7% | -18.7% | -7.2% |
| 30D | -13.6% | +15.5% | -29.1% | -15.0% |
| 3M | -6.8% | -14.0% | +7.3% | -4.1% |
| 6M | +13.2% | -8.8% | +22.0% | +13.7% |
| YTD | +24.4% | -6.9% | +31.3% | +16.9% |
| 1Y | +60.3% | -3.0% | +63.3% | +45.3% |
| All | +60.3% | -2.0% | +62.3% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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