+829.1%
FCX vs RJF
+9,747.0%
-8,917.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +4.4% | +1.5% | +2.9% | +3.7% |
| 30D | -16.3% | +6.7% | -23.1% | -18.9% |
| 3M | -12.5% | -7.3% | -5.1% | -9.6% |
| 6M | -8.0% | +9.8% | -17.8% | -12.7% |
| YTD | +20.1% | +5.6% | +14.5% | +15.6% |
| 1Y | +45.9% | +2.3% | +43.7% | +42.7% |
| 3Y | +86.2% | +73.6% | +12.7% | +40.7% |
| 5Y | +57.1% | +79.9% | -22.8% | +16.8% |
| 10Y | +382.5% | +328.8% | +53.7% | +149.0% |
| All | +829.1% | +9,747.0% | -8,917.8% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling