+1,015.5%
FCX vs RMD
+31,560.8%
-30,545.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -4.9% | -5.0% | +0.1% | -3.8% |
| 30D | +4.8% | +2.2% | +2.6% | +4.3% |
| 3M | +4.6% | +17.8% | -13.2% | +0.7% |
| 6M | +10.8% | -11.3% | +22.2% | +13.1% |
| YTD | +44.2% | -4.4% | +48.6% | +44.7% |
| 1Y | +59.6% | -15.7% | +75.3% | +64.3% |
| 3Y | +82.2% | +47.7% | +34.5% | +64.5% |
| 5Y | +115.6% | -19.2% | +134.8% | +118.5% |
| 10Y | +670.6% | +280.4% | +390.2% | +486.4% |
| All | +1,015.5% | +31,560.8% | -30,545.3% | +550.1% |
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