+83.9%
FCX vs ROK
+63.3%
+20.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.3% | +7.1% | -7.4% | -4.0% |
| 30D | -14.7% | -5.0% | -9.8% | -12.5% |
| 3M | -11.2% | -9.4% | -1.8% | -6.5% |
| 6M | -11.4% | -11.0% | -0.4% | -6.1% |
| YTD | +17.7% | +4.4% | +13.3% | +14.3% |
| 1Y | +47.5% | +7.4% | +40.1% | +41.3% |
| 3Y | +83.9% | +61.0% | +22.9% | +27.3% |
| All | +83.9% | +63.3% | +20.6% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling