+1,689.4%
FCX vs RBA
+3,565.6%
-1,876.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -4.9% | -2.9% | -1.9% | -3.6% |
| 30D | +4.8% | -12.3% | +17.1% | +10.6% |
| 3M | +4.6% | -20.5% | +25.1% | +13.8% |
| 6M | +10.8% | -18.5% | +29.4% | +18.7% |
| YTD | +44.2% | -18.2% | +62.4% | +53.4% |
| 1Y | +59.6% | -27.5% | +87.1% | +79.0% |
| 3Y | +82.2% | +38.1% | +44.2% | +50.7% |
| 5Y | +115.6% | +44.8% | +70.8% | +68.0% |
| 10Y | +670.6% | +187.1% | +483.4% | +325.8% |
| All | +1,689.4% | +3,565.6% | -1,876.2% | +551.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling