+395.9%
FCX vs RL
+347.1%
+48.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.7% |
| 7D | -0.8% | -4.4% | +3.6% | +1.6% |
| 30D | -15.1% | +5.6% | -20.6% | -17.5% |
| 3M | -9.6% | -0.6% | -9.0% | -9.8% |
| 6M | -3.1% | +15.5% | -18.5% | -11.2% |
| YTD | +23.4% | +12.3% | +11.1% | +14.2% |
| 1Y | +52.7% | +19.3% | +33.4% | +36.7% |
| 3Y | +91.4% | +255.5% | -164.1% | -6.9% |
| 5Y | +62.7% | +247.1% | -184.3% | -22.9% |
| 10Y | +395.9% | +346.0% | +49.8% | +101.9% |
| All | +395.9% | +347.1% | +48.7% | +101.9% |
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