+134.6%
FCX vs ROK
+45.0%
+89.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | +8.1% | -1.8% | +9.9% | +9.2% |
| 3M | +18.9% | -7.2% | +26.1% | +23.5% |
| 6M | +26.6% | +14.2% | +12.4% | +16.9% |
| YTD | +51.2% | +10.6% | +40.6% | +41.9% |
| 1Y | +75.6% | +25.9% | +49.6% | +53.5% |
| 3Y | +101.7% | +50.8% | +50.9% | +52.8% |
| 5Y | +134.6% | +47.0% | +87.6% | +67.2% |
| All | +134.6% | +45.0% | +89.6% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling