+114.3%
FCX vs RBA
+45.3%
+69.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -4.9% | -2.9% | -1.9% | -3.9% |
| 30D | +4.8% | -12.3% | +17.1% | +9.3% |
| 3M | +4.6% | -20.5% | +25.1% | +11.5% |
| 6M | +10.8% | -18.5% | +29.4% | +16.6% |
| YTD | +44.2% | -18.2% | +62.4% | +50.8% |
| 1Y | +59.6% | -27.5% | +87.1% | +74.5% |
| 3Y | +82.2% | +38.1% | +44.2% | +57.3% |
| All | +114.3% | +45.3% | +69.1% | +57.1% |
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