+60.3%
FCX vs RKT
-9.4%
+69.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.3% | -0.7% |
| 7D | -6.0% | +29.7% | -35.7% | -12.1% |
| 30D | -13.6% | +28.5% | -42.1% | -19.2% |
| 3M | -6.8% | +6.4% | -13.2% | -8.5% |
| 6M | +13.2% | +7.1% | +6.0% | +8.4% |
| YTD | +24.4% | -22.5% | +46.9% | +30.8% |
| 1Y | +60.3% | -10.4% | +70.7% | +60.2% |
| All | +60.3% | -9.4% | +69.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling