+810.5%
FCX vs ROK
+6,120.4%
-5,309.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -0.3% | +7.1% | -7.4% | -4.4% |
| 30D | -14.7% | -5.0% | -9.8% | -12.4% |
| 3M | -11.2% | -9.4% | -1.8% | -6.0% |
| 6M | -11.4% | -11.0% | -0.4% | -5.5% |
| YTD | +17.7% | +4.4% | +13.3% | +13.5% |
| 1Y | +47.5% | +7.4% | +40.1% | +39.8% |
| 3Y | +83.9% | +61.0% | +22.9% | +29.9% |
| 5Y | +54.0% | +30.4% | +23.6% | +20.8% |
| 10Y | +372.9% | +264.8% | +108.1% | +107.7% |
| All | +810.5% | +6,120.4% | -5,309.9% | +51.6% |
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