+114.3%
FCX vs RL
+238.1%
-123.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.8% |
| 7D | -4.9% | -0.8% | -4.1% | -4.5% |
| 30D | +4.8% | -7.8% | +12.6% | +8.8% |
| 3M | +4.6% | -4.0% | +8.6% | +6.3% |
| 6M | +10.8% | -1.9% | +12.7% | +10.8% |
| YTD | +44.2% | -0.2% | +44.4% | +42.4% |
| 1Y | +59.6% | +10.7% | +48.9% | +49.3% |
| 3Y | +82.2% | +210.8% | -128.5% | -2.2% |
| All | +114.3% | +238.1% | -123.8% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling