+854.8%
FCX vs RGEN
+10,129.3%
-9,274.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.1% |
| 7D | -0.8% | -3.1% | +2.4% | -0.5% |
| 30D | -15.1% | +0.1% | -15.1% | -15.1% |
| 3M | -9.6% | +4.8% | -14.4% | -10.0% |
| 6M | -3.1% | +48.9% | -52.0% | -6.2% |
| YTD | +23.4% | +5.3% | +18.1% | +22.5% |
| 1Y | +52.7% | +12.5% | +40.2% | +50.8% |
| 3Y | +91.4% | +17.0% | +74.4% | +87.0% |
| 5Y | +62.7% | -35.4% | +98.1% | +63.1% |
| 10Y | +395.9% | +434.6% | -38.7% | +335.7% |
| All | +854.8% | +10,129.3% | -9,274.5% | +615.0% |
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 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