+114.3%
FCX vs REPL
-54.3%
+168.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.3% |
| 7D | -4.9% | -3.0% | -1.9% | -4.8% |
| 30D | +4.8% | +27.1% | -22.3% | +4.4% |
| 3M | +4.6% | +52.4% | -47.8% | +3.4% |
| 6M | +10.8% | +107.4% | -96.6% | +7.3% |
| YTD | +44.2% | +54.7% | -10.5% | +40.5% |
| 1Y | +59.6% | +158.9% | -99.3% | +51.8% |
| 3Y | +82.2% | -23.7% | +106.0% | +74.4% |
| All | +114.3% | -54.3% | +168.6% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling