+1,015.5%
FCX vs RF
+456.9%
+558.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.9% | +1.3% | -6.2% | -5.3% |
| 30D | +4.8% | -3.6% | +8.4% | +6.1% |
| 3M | +4.6% | +8.1% | -3.5% | +1.4% |
| 6M | +10.8% | +11.5% | -0.6% | +6.3% |
| YTD | +44.2% | +15.6% | +28.6% | +36.3% |
| 1Y | +59.6% | +15.7% | +43.9% | +50.6% |
| 3Y | +82.2% | +86.9% | -4.6% | +44.2% |
| 5Y | +115.6% | +89.8% | +25.8% | +68.8% |
| 10Y | +670.6% | +344.7% | +325.9% | +366.7% |
| All | +1,015.5% | +456.9% | +558.6% | +341.6% |
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