+724.1%
FCX vs RIG
-44.3%
+768.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +3.1% | -8.2% | +11.3% | +5.5% |
| 30D | +8.1% | -0.2% | +8.3% | +8.0% |
| 3M | +18.9% | -2.7% | +21.7% | +19.1% |
| 6M | +26.6% | -7.5% | +34.1% | +26.6% |
| YTD | +51.2% | +38.3% | +12.9% | +34.6% |
| 1Y | +75.6% | +81.8% | -6.3% | +43.4% |
| 3Y | +101.7% | -30.2% | +131.9% | +102.9% |
| 5Y | +134.6% | +59.9% | +74.7% | +73.8% |
| 10Y | +724.1% | -41.9% | +766.1% | +463.6% |
| All | +724.1% | -44.3% | +768.4% | +463.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling