+114.3%
FCX vs RCL
+249.6%
-135.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -4.9% | -5.1% | +0.2% | -3.1% |
| 30D | +4.8% | -19.0% | +23.8% | +12.9% |
| 3M | +4.6% | -9.6% | +14.2% | +7.8% |
| 6M | +10.8% | -6.7% | +17.5% | +12.6% |
| YTD | +44.2% | -3.9% | +48.1% | +43.0% |
| 1Y | +59.6% | -25.1% | +84.7% | +72.1% |
| 3Y | +82.2% | +179.1% | -96.9% | +18.4% |
| All | +114.3% | +249.6% | -135.3% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling