+138.9%
FCX vs RGEN
-42.7%
+181.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.2% |
| 7D | +5.7% | -0.9% | +6.6% | +6.0% |
| 30D | +10.1% | +2.8% | +7.2% | +9.3% |
| 3M | +20.2% | +34.5% | -14.3% | +10.2% |
| 6M | +29.7% | +40.5% | -10.8% | +16.9% |
| YTD | +51.9% | +2.8% | +49.1% | +48.9% |
| 1Y | +66.0% | +39.6% | +26.3% | +49.6% |
| 3Y | +102.7% | +4.4% | +98.3% | +88.9% |
| 5Y | +138.9% | -42.8% | +181.6% | +117.2% |
| All | +138.9% | -42.7% | +181.6% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling