+724.1%
FCX vs ROL
+205.3%
+518.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +3.1% | -3.3% | +6.4% | +4.4% |
| 30D | +8.1% | -7.2% | +15.3% | +11.1% |
| 3M | +18.9% | -27.0% | +45.9% | +33.4% |
| 6M | +26.6% | -39.5% | +66.1% | +52.7% |
| YTD | +51.2% | -41.8% | +93.0% | +84.6% |
| 1Y | +75.6% | -38.9% | +114.4% | +108.4% |
| 3Y | +101.7% | -0.4% | +102.1% | +85.6% |
| 5Y | +134.6% | -4.2% | +138.8% | +113.1% |
| 10Y | +724.1% | +208.2% | +515.9% | +255.2% |
| All | +724.1% | +205.3% | +518.8% | +255.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling