+138.9%
FCX vs RKT
-8.7%
+147.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.1% | +5.8% |
| 7D | +5.7% | +6.0% | -0.3% | +4.2% |
| 30D | +10.1% | +0.7% | +9.4% | +9.5% |
| 3M | +20.2% | +11.8% | +8.4% | +15.5% |
| 6M | +29.7% | -7.6% | +37.3% | +29.9% |
| YTD | +51.9% | -28.7% | +80.6% | +60.9% |
| 1Y | +66.0% | -32.6% | +98.5% | +76.9% |
| 3Y | +102.7% | +42.1% | +60.6% | +63.6% |
| 5Y | +138.9% | -7.2% | +146.0% | +110.7% |
| All | +138.9% | -8.7% | +147.5% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling