+1,015.5%
FCX vs RJF
+10,358.6%
-9,343.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | -4.9% | -0.6% | -4.3% | -4.6% |
| 30D | +4.8% | -1.3% | +6.1% | +5.3% |
| 3M | +4.6% | +18.9% | -14.3% | -4.0% |
| 6M | +10.8% | +15.0% | -4.2% | +3.2% |
| YTD | +44.2% | +12.2% | +32.0% | +35.2% |
| 1Y | +59.6% | +5.6% | +53.9% | +54.0% |
| 3Y | +82.2% | +74.9% | +7.4% | +37.4% |
| 5Y | +115.6% | +106.6% | +9.0% | +51.0% |
| 10Y | +670.6% | +433.1% | +237.5% | +264.5% |
| All | +1,015.5% | +10,358.6% | -9,343.1% | +155.1% |
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 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