+135.8%
FCX vs RIO
+101.9%
+34.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +4.7% |
| 7D | +5.7% | +1.9% | +3.8% | +3.5% |
| 30D | +10.1% | +5.0% | +5.1% | +4.6% |
| 3M | +20.2% | +5.1% | +15.0% | +14.4% |
| 6M | +29.7% | +17.6% | +12.0% | +10.0% |
| YTD | +51.9% | +36.3% | +15.6% | +9.7% |
| 1Y | +66.0% | +71.2% | -5.2% | -6.8% |
| 3Y | +102.7% | +102.7% | 0.0% | -4.3% |
| All | +135.8% | +101.9% | +34.0% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling