+48.0%
FCX vs RBRK
+124.5%
-76.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.2% |
| 7D | -2.3% | -7.5% | +5.2% | -1.0% |
| 30D | +2.7% | -10.4% | +13.1% | +4.0% |
| 3M | +7.4% | +21.3% | -13.9% | +2.5% |
| 6M | +16.0% | +50.6% | -34.6% | +5.4% |
| YTD | +40.9% | +13.3% | +27.6% | +34.5% |
| 1Y | +56.4% | +11.2% | +45.2% | +48.7% |
| All | +48.0% | +124.5% | -76.5% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling