+1,015.5%
FCX vs RIG
-54.4%
+1,069.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +1.2% |
| 7D | -4.9% | +0.9% | -5.7% | -5.2% |
| 30D | +4.8% | +13.8% | -9.0% | -0.3% |
| 3M | +4.6% | -6.4% | +11.0% | +6.2% |
| 6M | +10.8% | -8.2% | +19.0% | +11.1% |
| YTD | +44.2% | +41.6% | +2.6% | +22.5% |
| 1Y | +59.6% | +88.7% | -29.1% | +20.3% |
| 3Y | +82.2% | -30.9% | +113.1% | +83.2% |
| 5Y | +115.6% | +57.7% | +57.9% | +40.6% |
| 10Y | +670.6% | -39.3% | +709.8% | +305.7% |
| All | +1,015.5% | -54.4% | +1,069.9% | +861.9% |
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