+74.3%
FCX vs RL
+240.1%
-165.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.3% |
| 7D | -4.9% | -4.2% | -0.7% | -2.9% |
| 30D | -17.1% | +4.3% | -21.4% | -18.7% |
| 3M | -12.7% | -4.6% | -8.1% | -10.9% |
| 6M | -2.0% | +1.7% | -3.7% | -3.8% |
| YTD | +18.1% | +7.3% | +10.7% | +12.5% |
| 1Y | +55.2% | +20.8% | +34.4% | +39.7% |
| 3Y | +74.3% | +247.0% | -172.6% | -7.8% |
| All | +74.3% | +240.1% | -165.7% | -7.8% |
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