+317.4%
FCX vs REPL
+35.1%
+282.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.0% | -5.4% | +2.2% |
| 7D | -4.9% | +22.8% | -27.7% | -5.9% |
| 30D | -17.1% | +63.8% | -80.9% | -19.3% |
| 3M | -12.7% | +68.1% | -80.8% | -15.2% |
| 6M | -2.0% | +528.5% | -530.5% | -15.0% |
| YTD | +18.1% | +122.4% | -104.3% | +4.9% |
| 1Y | +55.2% | +154.4% | -99.2% | +36.5% |
| 3Y | +74.3% | +68.0% | +6.3% | +28.0% |
| 5Y | +71.9% | -35.4% | +107.3% | +40.8% |
| All | +317.4% | +35.1% | +282.3% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling