+27.3%
FCX vs RGTI
-4.6%
+31.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.0% | +1.3% | +4.3% |
| 7D | +5.7% | +5.5% | +0.3% | +4.3% |
| 30D | +10.1% | -11.9% | +21.9% | +13.1% |
| 3M | +20.2% | -27.4% | +47.5% | +27.2% |
| All | +27.3% | -4.6% | +31.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 6mo: compounded portfolio wealth divided by compounded RGTI 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…
6mo analysis · Full analysis span regression · 6 months rolling