+373.5%
FCX vs RNG
+234.5%
+139.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -0.3% | +4.6% | -4.9% | -1.0% |
| 30D | -14.7% | +0.4% | -15.1% | -14.8% |
| 3M | -11.2% | +11.4% | -22.6% | -13.0% |
| 6M | -11.4% | +95.7% | -107.1% | -22.3% |
| YTD | +17.7% | +162.9% | -145.2% | -5.0% |
| 1Y | +47.5% | +180.3% | -132.8% | +17.4% |
| 3Y | +83.9% | +188.3% | -104.5% | +41.7% |
| 5Y | +54.0% | -72.5% | +126.5% | +65.3% |
| All | +373.5% | +234.5% | +139.1% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling