+115.8%
FCX vs RNG
-68.4%
+184.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.3% | -6.1% | +3.8% | -1.4% |
| 30D | +2.7% | +9.6% | -6.9% | +1.0% |
| 3M | +7.4% | +83.3% | -75.9% | -3.5% |
| 6M | +16.0% | +77.9% | -61.9% | +3.5% |
| YTD | +40.9% | +139.9% | -99.0% | +16.6% |
| 1Y | +56.4% | +121.7% | -65.2% | +31.0% |
| 3Y | +84.2% | +121.9% | -37.7% | +49.4% |
| All | +115.8% | -68.4% | +184.1% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling