+84.6%
FCX vs RNG
+120.1%
-35.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.5% |
| 7D | -1.9% | -9.6% | +7.7% | -0.6% |
| 30D | +3.4% | +8.8% | -5.4% | +2.0% |
| 3M | +15.0% | +78.6% | -63.6% | +4.4% |
| 6M | +14.6% | +70.3% | -55.6% | +3.7% |
| YTD | +41.2% | +140.3% | -99.1% | +15.4% |
| 1Y | +60.4% | +126.6% | -66.2% | +32.4% |
| All | +84.6% | +120.1% | -35.6% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling