+115.0%
FCX vs RJF
+101.5%
+13.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.5% | -5.9% |
| 7D | -1.9% | -4.2% | +2.3% | +0.9% |
| 30D | +3.4% | -3.6% | +7.0% | +5.6% |
| 3M | +15.0% | +15.6% | -0.7% | +3.9% |
| 6M | +14.6% | +17.6% | -3.0% | +2.1% |
| YTD | +41.2% | +9.2% | +32.0% | +30.9% |
| 1Y | +60.4% | +5.5% | +54.9% | +52.2% |
| 3Y | +88.4% | +70.3% | +18.1% | +22.7% |
| 5Y | +115.0% | +106.0% | +9.0% | +12.1% |
| All | +115.0% | +101.5% | +13.5% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling