+60.3%
FCX vs ROL
-34.1%
+94.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | +1.7% |
| 7D | -6.0% | +14.6% | -20.6% | -4.3% |
| 30D | -13.6% | +29.3% | -42.9% | -11.3% |
| 3M | -6.8% | +2.0% | -8.8% | -5.4% |
| 6M | +13.2% | -28.5% | +41.7% | +17.5% |
| YTD | +24.4% | -35.3% | +59.7% | +32.3% |
| 1Y | +60.3% | -34.7% | +95.0% | +67.2% |
| All | +60.3% | -34.1% | +94.4% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling