+537.5%
FCX vs RIOT
+750.5%
-213.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -0.3% | +4.8% | -5.2% | -0.9% |
| 30D | -14.7% | +16.0% | -30.8% | -16.8% |
| 3M | -11.2% | -8.8% | -2.4% | -11.0% |
| 6M | -11.4% | -29.7% | +18.3% | -8.7% |
| YTD | +17.7% | +38.3% | -20.6% | +10.5% |
| 1Y | +47.5% | +26.2% | +21.3% | +39.6% |
| 3Y | +83.9% | +79.0% | +4.9% | +53.3% |
| 5Y | +54.0% | -60.4% | +114.3% | +37.5% |
| 10Y | +372.9% | +638.6% | -265.7% | +119.2% |
| All | +537.5% | +750.5% | -213.0% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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