+61.5%
FCX vs RF
+42.5%
+19.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -4.9% | -0.9% | -4.0% | -4.3% |
| 30D | -17.1% | +6.0% | -23.2% | -19.9% |
| 3M | -12.7% | -8.9% | -3.8% | -8.3% |
| 6M | -2.0% | +2.3% | -4.3% | -4.4% |
| YTD | +18.1% | +7.6% | +10.5% | +11.5% |
| 1Y | +55.2% | +21.2% | +34.0% | +36.8% |
| 3Y | +74.3% | +108.5% | -34.2% | +9.3% |
| All | +61.5% | +42.5% | +19.0% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling