+112.8%
FCX vs RNG
+340.1%
-227.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.1% |
| 6M | -11.4% | +95.7% | -107.1% | -22.7% |
| YTD | +17.7% | +162.9% | -145.2% | -5.5% |
| 1Y | +47.5% | +180.3% | -132.8% | +16.8% |
| 3Y | +83.9% | +188.3% | -104.5% | +40.9% |
| 5Y | +54.0% | -72.5% | +126.5% | +66.5% |
| 10Y | +372.9% | +236.7% | +136.2% | +173.6% |
| All | +112.8% | +340.1% | -227.3% | +20.3% |
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