+165.8%
FCX vs ROIV
+292.3%
-126.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | -2.4% | +14.3% | -16.7% | -4.1% |
| 30D | -18.0% | +16.2% | -34.2% | -19.7% |
| 3M | -14.3% | +15.1% | -29.4% | -16.1% |
| 6M | -1.7% | +44.2% | -45.9% | -6.6% |
| YTD | +19.8% | +89.8% | -70.0% | +10.2% |
| 1Y | +48.6% | +94.6% | -45.9% | +36.2% |
| 3Y | +85.8% | +367.5% | -281.7% | +54.6% |
| 5Y | +72.2% | +421.4% | -349.2% | +31.2% |
| All | +165.8% | +292.3% | -126.5% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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