+1,015.5%
FCX vs RGEN
+9,831.9%
-8,816.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -4.9% | -4.9% | +0.1% | -4.5% |
| 30D | +4.8% | +5.7% | -0.9% | +4.4% |
| 3M | +4.6% | +32.4% | -27.8% | +2.2% |
| 6M | +10.8% | +33.2% | -22.4% | +8.1% |
| YTD | +44.2% | +2.3% | +41.9% | +43.6% |
| 1Y | +59.6% | +39.0% | +20.6% | +55.1% |
| 3Y | +82.2% | -4.6% | +86.9% | +80.3% |
| 5Y | +115.6% | -42.7% | +158.3% | +117.8% |
| 10Y | +670.6% | +433.6% | +237.0% | +578.0% |
| All | +1,015.5% | +9,831.9% | -8,816.4% | +737.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling