+701.1%
FCX vs RL
+304.3%
+396.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.5% | +5.9% |
| 7D | +5.7% | +1.9% | +3.8% | +4.6% |
| 30D | +10.1% | -12.2% | +22.3% | +17.5% |
| 3M | +20.2% | -6.6% | +26.8% | +23.9% |
| 6M | +29.7% | +3.2% | +26.5% | +26.1% |
| YTD | +51.9% | -1.3% | +53.2% | +50.7% |
| 1Y | +66.0% | +13.6% | +52.4% | +52.8% |
| 3Y | +102.7% | +210.9% | -108.1% | +5.3% |
| 5Y | +138.9% | +246.9% | -108.0% | +11.7% |
| 10Y | +701.1% | +310.1% | +391.0% | +238.9% |
| All | +701.1% | +304.3% | +396.8% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling