+85.8%
FCX vs RIG
-22.2%
+108.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -2.4% | -12.2% | +9.8% | +0.8% |
| 30D | -18.0% | -6.0% | -12.0% | -17.3% |
| 3M | -14.3% | -9.4% | -4.8% | -13.1% |
| 6M | -1.7% | -19.1% | +17.3% | +1.6% |
| YTD | +19.8% | +25.4% | -5.6% | +6.5% |
| 1Y | +48.6% | +23.3% | +25.3% | +32.4% |
| 3Y | +85.8% | -22.1% | +107.9% | +81.7% |
| All | +85.8% | -22.2% | +108.0% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling