+1,365.1%
FCX vs RBA
+4,003.4%
-2,638.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +3.2% |
| 7D | -4.9% | +4.3% | -9.2% | -6.6% |
| 30D | -17.1% | +16.3% | -33.5% | -22.7% |
| 3M | -12.7% | +1.3% | -14.0% | -13.9% |
| 6M | -2.0% | -11.1% | +9.1% | +0.8% |
| YTD | +18.1% | -8.5% | +26.5% | +18.9% |
| 1Y | +55.2% | -2.1% | +57.3% | +51.7% |
| 3Y | +74.3% | +44.6% | +29.8% | +40.7% |
| 5Y | +71.9% | +36.8% | +35.1% | +37.2% |
| 10Y | +498.4% | +227.3% | +271.0% | +210.4% |
| All | +1,365.1% | +4,003.4% | -2,638.4% | +405.2% |
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