+59.6%
FCX vs RMBS
+16.3%
+43.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | +4.8% | -12.2% | +17.0% | +8.0% |
| 3M | +4.6% | -49.5% | +54.2% | +21.9% |
| 6M | +10.8% | -7.1% | +18.0% | +11.6% |
| YTD | +44.2% | -7.0% | +51.2% | +41.2% |
| 1Y | +59.6% | +13.3% | +46.2% | +44.5% |
| All | +59.6% | +16.3% | +43.3% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling