+1,511.7%
FCX vs RCAT
-100.0%
+1,611.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.4% | -6.5% | +4.9% |
| 7D | -1.0% | +1.1% | -2.1% | -1.0% |
| 30D | -15.2% | -22.0% | +6.8% | -15.2% |
| 3M | -10.3% | -51.1% | +40.9% | -10.1% |
| 6M | +1.6% | -56.6% | +58.2% | +1.8% |
| YTD | +23.9% | -43.3% | +67.1% | +24.0% |
| 1Y | +58.0% | -51.5% | +109.5% | +58.3% |
| 3Y | +94.6% | +411.4% | -316.8% | +93.0% |
| 5Y | +70.4% | +74.4% | -4.0% | +69.2% |
| 10Y | +430.7% | -99.6% | +530.2% | +408.9% |
| All | +1,511.7% | -100.0% | +1,611.7% | +1,309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling