+135.6%
FCX vs RGTI
+53.9%
+81.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.3% |
| 7D | +3.1% | +2.5% | +0.6% | +2.9% |
| 30D | +8.1% | -13.7% | +21.8% | +9.1% |
| 3M | +18.9% | -22.6% | +41.5% | +20.7% |
| 6M | +26.6% | -13.4% | +40.0% | +26.8% |
| YTD | +51.2% | -31.2% | +82.4% | +52.9% |
| 1Y | +75.6% | -7.6% | +83.2% | +72.9% |
| 3Y | +101.7% | +669.7% | -568.0% | +54.1% |
| 5Y | +134.6% | +57.0% | +77.6% | +102.5% |
| All | +135.6% | +53.9% | +81.7% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling