+789.9%
FCX vs RF
+420.1%
+369.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -6.7% |
| 7D | -12.5% | -1.6% | -10.8% | -11.9% |
| 30D | -20.0% | +5.0% | -25.1% | -21.4% |
| 3M | -16.4% | -10.0% | -6.4% | -13.3% |
| 6M | +0.8% | +3.3% | -2.5% | -0.9% |
| YTD | +15.1% | +7.9% | +7.1% | +11.3% |
| 1Y | +45.3% | +21.2% | +24.1% | +35.0% |
| 3Y | +70.9% | +105.8% | -34.9% | +31.0% |
| 5Y | +67.5% | +43.7% | +23.8% | +44.1% |
| 10Y | +483.0% | +289.4% | +193.6% | +267.6% |
| All | +789.9% | +420.1% | +369.8% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling