+681.0%
FCX vs RIOT
+958.3%
-277.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.2% |
| 7D | -4.9% | +14.8% | -19.7% | -6.7% |
| 30D | +4.8% | +1.4% | +3.4% | +4.3% |
| 3M | +4.6% | -20.6% | +25.3% | +6.8% |
| 6M | +10.8% | +31.9% | -21.1% | +5.9% |
| YTD | +44.2% | +72.1% | -27.8% | +32.6% |
| 1Y | +59.6% | +65.7% | -6.1% | +45.5% |
| 3Y | +82.2% | +97.5% | -15.2% | +50.1% |
| 5Y | +115.6% | -36.7% | +152.3% | +83.1% |
| 10Y | +670.6% | +550.1% | +120.4% | +267.7% |
| All | +681.0% | +958.3% | -277.3% | +243.7% |
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