+61.5%
FCX vs RBA
+37.7%
+23.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +3.0% |
| 7D | -4.9% | +4.3% | -9.2% | -6.1% |
| 30D | -17.1% | +16.3% | -33.5% | -21.3% |
| 3M | -12.7% | +1.3% | -14.0% | -13.4% |
| 6M | -2.0% | -11.1% | +9.1% | +0.3% |
| YTD | +18.1% | -8.5% | +26.5% | +18.6% |
| 1Y | +55.2% | -2.1% | +57.3% | +52.0% |
| 3Y | +74.3% | +44.6% | +29.8% | +47.8% |
| All | +61.5% | +37.7% | +23.8% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling