+373.5%
FCX vs RIO
+354.4%
+19.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -0.3% | -0.9% | +0.6% | +0.9% |
| 30D | -14.7% | -9.1% | -5.6% | -5.0% |
| 3M | -11.2% | -13.7% | +2.5% | +5.3% |
| 6M | -11.4% | -24.3% | +13.0% | +22.4% |
| YTD | +17.7% | +8.9% | +8.8% | +8.9% |
| 1Y | +47.5% | +22.7% | +24.8% | +19.5% |
| 3Y | +83.9% | +51.2% | +32.7% | +19.2% |
| 5Y | +54.0% | +88.1% | -34.2% | -22.3% |
| All | +373.5% | +354.4% | +19.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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