+701.1%
FCX vs RCL
+344.6%
+356.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.5% |
| 7D | +5.7% | -0.5% | +6.2% | +5.9% |
| 30D | +10.1% | -17.3% | +27.4% | +18.4% |
| 3M | +20.2% | -2.8% | +22.9% | +20.6% |
| 6M | +29.7% | -4.4% | +34.1% | +30.7% |
| YTD | +51.9% | -4.2% | +56.1% | +50.7% |
| 1Y | +66.0% | -23.4% | +89.3% | +78.5% |
| 3Y | +102.7% | +179.4% | -76.6% | +25.6% |
| 5Y | +138.9% | +238.8% | -99.9% | +26.0% |
| 10Y | +701.1% | +350.2% | +350.9% | +251.6% |
| All | +701.1% | +344.6% | +356.5% | +251.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling