+50.5%
FCX vs RBA
-6.7%
+57.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.5% |
| 7D | +4.4% | -0.5% | +5.0% | +4.4% |
| 30D | -16.3% | +6.8% | -23.2% | -16.7% |
| 3M | -12.5% | +9.5% | -21.9% | -13.1% |
| 6M | -8.0% | -8.2% | +0.2% | -8.0% |
| YTD | +20.1% | -7.7% | +27.9% | +12.4% |
| All | +50.5% | -6.7% | +57.2% | +37.9% |
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