+83.9%
FCX vs RJF
+76.6%
+7.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -0.3% | +3.6% | -3.9% | -2.0% |
| 30D | -14.7% | +7.2% | -22.0% | -17.7% |
| 3M | -11.2% | -6.5% | -4.7% | -8.3% |
| 6M | -11.4% | +10.3% | -21.7% | -16.5% |
| YTD | +17.7% | +6.5% | +11.2% | +11.9% |
| 1Y | +47.5% | +6.1% | +41.4% | +40.4% |
| 3Y | +83.9% | +74.9% | +9.0% | +22.6% |
| All | +83.9% | +76.6% | +7.3% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling