+854.8%
FCX vs RMD
+32,972.3%
-32,117.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.6% |
| 7D | -0.8% | -0.8% | +0.1% | -0.6% |
| 30D | -15.1% | +1.7% | -16.7% | -15.4% |
| 3M | -9.6% | +6.4% | -16.0% | -10.9% |
| 6M | -3.1% | +20.7% | -23.8% | -7.5% |
| YTD | +23.4% | -0.2% | +23.6% | +22.5% |
| 1Y | +52.7% | -4.5% | +57.2% | +52.8% |
| 3Y | +91.4% | +70.5% | +20.9% | +67.7% |
| 5Y | +62.7% | -1.6% | +64.4% | +58.5% |
| 10Y | +395.9% | +342.7% | +53.2% | +266.8% |
| All | +854.8% | +32,972.3% | -32,117.5% | +450.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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