+381.4%
FCX vs RGEN
+455.0%
-73.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.5% | -2.5% |
| 7D | -2.4% | -2.4% | 0.0% | -1.6% |
| 30D | -18.0% | +0.1% | -18.0% | -18.0% |
| 3M | -14.3% | +6.6% | -20.9% | -16.1% |
| 6M | -1.7% | +40.9% | -42.6% | -12.1% |
| YTD | +19.8% | +6.2% | +13.7% | +15.9% |
| 1Y | +48.6% | +19.4% | +29.2% | +39.0% |
| 3Y | +85.8% | +17.9% | +67.9% | +67.0% |
| 5Y | +72.2% | -34.0% | +106.3% | +69.2% |
| All | +381.4% | +455.0% | -73.6% | +131.3% |
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