+55.4%
FCX vs RBA
+45.7%
+9.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -0.3% | +1.7% | -2.0% | -0.8% |
| 30D | -14.7% | +8.3% | -23.1% | -17.0% |
| 3M | -11.2% | +10.5% | -21.7% | -14.4% |
| 6M | -11.4% | -5.9% | -5.5% | -11.1% |
| YTD | +17.7% | -6.9% | +24.6% | +17.6% |
| 1Y | +47.5% | -4.9% | +52.3% | +46.2% |
| 3Y | +83.9% | +64.5% | +19.4% | +49.5% |
| All | +55.4% | +45.7% | +9.6% | +33.0% |
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