+83.9%
FCX vs REPL
+97.7%
-13.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -0.3% | +1.2% | -1.6% | -0.3% |
| 30D | -14.7% | +92.2% | -106.9% | -14.9% |
| 3M | -11.2% | +44.1% | -55.3% | -11.3% |
| 6M | -11.4% | +313.0% | -324.4% | -11.8% |
| YTD | +17.7% | +125.2% | -107.5% | +17.4% |
| 1Y | +47.5% | +143.8% | -96.3% | +47.0% |
| 3Y | +83.9% | +104.2% | -20.3% | +76.7% |
| All | +83.9% | +97.7% | -13.9% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling