+60.3%
FCX vs RCL
+27.6%
+32.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.0% | -0.5% |
| 7D | -6.0% | +11.7% | -17.7% | -9.1% |
| 30D | -13.6% | +21.1% | -34.7% | -18.5% |
| 3M | -6.8% | +2.9% | -9.7% | -7.3% |
| 6M | +13.2% | +29.8% | -16.7% | +3.2% |
| YTD | +24.4% | +21.4% | +3.0% | +13.8% |
| 1Y | +60.3% | +32.0% | +28.3% | +39.5% |
| All | +60.3% | +27.6% | +32.7% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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