+643.7%
FCX vs RL
+1,476.5%
-832.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.2% |
| 7D | -4.9% | -4.2% | -0.7% | -3.2% |
| 30D | -17.1% | +4.3% | -21.4% | -18.6% |
| 3M | -12.7% | -4.6% | -8.1% | -11.3% |
| 6M | -2.0% | +1.7% | -3.7% | -3.8% |
| YTD | +18.1% | +7.3% | +10.7% | +13.4% |
| 1Y | +55.2% | +20.8% | +34.4% | +41.9% |
| 3Y | +74.3% | +247.0% | -172.6% | +1.3% |
| 5Y | +71.9% | +225.5% | -153.6% | +0.4% |
| 10Y | +498.4% | +363.0% | +135.3% | +190.3% |
| All | +643.7% | +1,476.5% | -832.8% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling