+827.0%
FCX vs RIG
-59.6%
+886.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -2.4% | -12.2% | +9.8% | +2.1% |
| 30D | -18.0% | -6.0% | -12.0% | -16.8% |
| 3M | -14.3% | -9.4% | -4.8% | -12.6% |
| 6M | -1.7% | -19.1% | +17.3% | +3.0% |
| YTD | +19.8% | +25.4% | -5.6% | +4.9% |
| 1Y | +48.6% | +23.3% | +25.3% | +30.5% |
| 3Y | +85.8% | -22.1% | +107.9% | +77.0% |
| 5Y | +72.2% | +50.1% | +22.1% | +13.0% |
| 10Y | +386.3% | -50.7% | +437.0% | +176.5% |
| All | +827.0% | -59.6% | +886.6% | +723.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling