+48.6%
FCX vs RCL
+33.5%
+15.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | -2.4% | +8.5% | -10.9% | -4.7% |
| 30D | -18.0% | +20.4% | -38.4% | -22.4% |
| 3M | -14.3% | +11.0% | -25.3% | -16.7% |
| 6M | -1.7% | +24.9% | -26.6% | -9.0% |
| YTD | +19.8% | +23.9% | -4.0% | +9.4% |
| 1Y | +48.6% | +30.8% | +17.8% | +31.3% |
| All | +48.6% | +33.5% | +15.1% | +31.3% |
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