+430.7%
FCX vs RBA
+236.6%
+194.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +3.9% |
| 7D | -1.0% | +2.5% | -3.5% | -2.0% |
| 30D | -15.2% | +11.6% | -26.8% | -19.5% |
| 3M | -10.3% | +1.5% | -11.8% | -11.5% |
| 6M | +1.6% | -6.6% | +8.2% | +2.3% |
| YTD | +23.9% | -6.3% | +30.1% | +23.3% |
| 1Y | +58.0% | -4.0% | +62.0% | +55.6% |
| 3Y | +94.6% | +47.3% | +47.3% | +53.3% |
| 5Y | +70.4% | +47.7% | +22.7% | +29.2% |
| 10Y | +430.7% | +224.7% | +205.9% | +147.6% |
| All | +430.7% | +236.6% | +194.1% | +147.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling