-2.0%
FCX vs RCL
+18.1%
-20.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.3% | +2.3% |
| 7D | -4.9% | +6.5% | -11.4% | -6.3% |
| 30D | -17.1% | +15.9% | -33.0% | -20.0% |
| 3M | -12.7% | +2.7% | -15.3% | -11.2% |
| 6M | -2.0% | +15.2% | -17.2% | -6.1% |
| All | -2.0% | +18.1% | -20.1% | -6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling