+139.5%
FCX vs RDW
+1.6%
+138.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.6% | -8.2% | -6.8% |
| 7D | -1.9% | +4.8% | -6.7% | -2.5% |
| 30D | +3.4% | -19.5% | +22.9% | +6.2% |
| 3M | +15.0% | -26.9% | +41.9% | +18.3% |
| 6M | +14.6% | +17.8% | -3.1% | +8.6% |
| YTD | +41.2% | +43.0% | -1.8% | +28.3% |
| 1Y | +60.4% | +32.1% | +28.3% | +44.7% |
| 3Y | +88.4% | +250.6% | -162.2% | +35.5% |
| 5Y | +115.0% | -6.6% | +121.7% | +66.2% |
| All | +139.5% | +1.6% | +138.0% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 all: compounded portfolio wealth divided by compounded RDW 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…
all analysis · Full analysis span regression · 6 months rolling