+94.6%
FCX vs RF
+115.2%
-20.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +3.7% |
| 7D | -1.0% | -0.1% | -0.9% | -0.8% |
| 30D | -15.2% | +7.0% | -22.3% | -18.3% |
| 3M | -10.3% | -7.0% | -3.3% | -6.8% |
| 6M | +1.6% | +6.8% | -5.2% | -3.5% |
| YTD | +23.9% | +9.9% | +14.0% | +15.0% |
| 1Y | +58.0% | +21.1% | +36.9% | +38.5% |
| 3Y | +94.6% | +119.6% | -25.0% | +11.0% |
| All | +94.6% | +115.2% | -20.6% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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