+612.2%
FCX vs ROK
+357.9%
+254.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.5% |
| 7D | -2.3% | -1.2% | -1.0% | -1.4% |
| 30D | +2.7% | -4.8% | +7.5% | +6.6% |
| 3M | +7.4% | -6.1% | +13.5% | +11.6% |
| 6M | +16.0% | +15.5% | +0.5% | +3.2% |
| YTD | +40.9% | +11.2% | +29.8% | +28.5% |
| 1Y | +56.4% | +23.8% | +32.6% | +31.4% |
| 3Y | +84.2% | +53.1% | +31.1% | +22.1% |
| 5Y | +114.6% | +48.3% | +66.3% | +39.4% |
| All | +612.2% | +357.9% | +254.3% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling