+102.7%
FCX vs RKT
+40.6%
+62.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.1% | +5.7% |
| 7D | +5.7% | +6.0% | -0.3% | +4.4% |
| 30D | +10.1% | +0.7% | +9.4% | +9.6% |
| 3M | +20.2% | +11.8% | +8.4% | +16.1% |
| 6M | +29.7% | -7.6% | +37.3% | +29.9% |
| YTD | +51.9% | -28.7% | +80.6% | +59.2% |
| 1Y | +66.0% | -32.6% | +98.5% | +74.7% |
| 3Y | +102.7% | +42.1% | +60.6% | +66.2% |
| All | +102.7% | +40.6% | +62.2% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling