+60.3%
FCX vs RBRK
+62.9%
-2.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | -6.0% | -12.5% | +6.5% | -4.9% |
| 30D | -13.6% | -3.0% | -10.6% | -13.4% |
| 3M | -6.8% | +46.9% | -53.7% | -10.1% |
| 6M | +13.2% | +105.4% | -92.2% | +5.2% |
| YTD | +24.4% | +55.6% | -31.2% | +17.5% |
| 1Y | +60.3% | +63.9% | -3.6% | +51.2% |
| All | +60.3% | +62.9% | -2.6% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling