+83.9%
FCX vs RL
+250.5%
-166.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.5% |
| 7D | -0.3% | +2.6% | -2.9% | -1.5% |
| 30D | -14.7% | +2.9% | -17.7% | -15.9% |
| 3M | -11.2% | 0.0% | -11.2% | -11.4% |
| 6M | -11.4% | +17.1% | -28.5% | -18.6% |
| YTD | +17.7% | +10.1% | +7.6% | +10.8% |
| 1Y | +47.5% | +17.3% | +30.2% | +34.4% |
| 3Y | +83.9% | +249.3% | -165.4% | -5.0% |
| All | +83.9% | +250.5% | -166.7% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling