+386.3%
FCX vs RCL
+381.8%
+4.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.6% |
| 7D | -2.4% | +8.5% | -10.9% | -5.4% |
| 30D | -18.0% | +20.4% | -38.4% | -23.8% |
| 3M | -14.3% | +11.0% | -25.3% | -18.3% |
| 6M | -1.7% | +24.9% | -26.6% | -11.1% |
| YTD | +19.8% | +23.9% | -4.0% | +6.9% |
| 1Y | +48.6% | +30.8% | +17.8% | +29.4% |
| 3Y | +85.8% | +270.4% | -184.6% | +2.9% |
| 5Y | +72.2% | +296.1% | -223.9% | -14.4% |
| 10Y | +386.3% | +375.0% | +11.3% | +113.8% |
| All | +386.3% | +381.8% | +4.5% | +113.8% |
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