+724.2%
FCX vs RGEN
+402.3%
+321.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +3.1% | -4.6% | +7.7% | +4.5% |
| 30D | +8.1% | +1.2% | +7.0% | +7.8% |
| 3M | +18.9% | +26.8% | -7.9% | +10.4% |
| 6M | +26.6% | +29.1% | -2.5% | +16.3% |
| YTD | +51.2% | +0.7% | +50.4% | +48.9% |
| 1Y | +75.6% | +39.1% | +36.5% | +57.2% |
| 3Y | +101.7% | +2.2% | +99.5% | +87.3% |
| 5Y | +134.6% | -44.0% | +178.6% | +141.6% |
| 10Y | +724.2% | +412.7% | +311.4% | +269.0% |
| All | +724.2% | +402.3% | +321.9% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling