+1,075.1%
FCX vs ROK
+6,532.7%
-5,457.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +6.0% |
| 7D | +5.7% | +2.8% | +2.9% | +3.9% |
| 30D | +10.1% | -2.4% | +12.5% | +11.6% |
| 3M | +20.2% | -4.7% | +24.9% | +23.0% |
| 6M | +29.7% | +16.8% | +12.9% | +17.4% |
| YTD | +51.9% | +11.4% | +40.6% | +41.4% |
| 1Y | +66.0% | +26.2% | +39.8% | +43.1% |
| 3Y | +102.7% | +51.9% | +50.9% | +48.8% |
| 5Y | +138.9% | +46.4% | +92.5% | +74.9% |
| 10Y | +701.1% | +343.5% | +357.5% | +215.7% |
| All | +1,075.1% | +6,532.7% | -5,457.5% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling