+396.6%
FCX vs RCAT
-99.8%
+496.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +3.0% |
| 7D | -0.8% | +7.2% | -8.0% | -0.9% |
| 30D | -15.1% | -20.4% | +5.4% | -14.9% |
| 3M | -9.6% | -59.8% | +50.1% | -8.7% |
| 6M | -3.1% | -61.9% | +58.8% | -2.2% |
| YTD | +23.4% | -45.9% | +69.3% | +24.0% |
| 1Y | +52.7% | -50.5% | +103.2% | +53.4% |
| 3Y | +91.4% | +387.5% | -296.1% | +87.7% |
| 5Y | +62.7% | +70.9% | -8.2% | +60.1% |
| All | +396.6% | -99.8% | +496.4% | +383.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling