+160.7%
FCX vs RNG
+327.7%
-167.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.9% |
| 7D | -4.9% | +5.8% | -10.6% | -5.8% |
| 30D | +4.8% | +19.6% | -14.8% | +1.5% |
| 3M | +4.6% | +67.0% | -62.4% | -5.5% |
| 6M | +10.8% | +88.4% | -77.5% | -3.3% |
| YTD | +44.2% | +155.5% | -111.3% | +16.6% |
| 1Y | +59.6% | +141.7% | -82.1% | +29.9% |
| 3Y | +82.2% | +131.1% | -48.8% | +45.3% |
| 5Y | +115.6% | -70.6% | +186.2% | +128.8% |
| 10Y | +670.6% | +228.2% | +442.3% | +348.4% |
| All | +160.7% | +327.7% | -167.1% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling