+383.2%
FCX vs ROL
+213.5%
+169.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.2% |
| 7D | +4.4% | -1.7% | +6.1% | +5.0% |
| 30D | -16.3% | +18.5% | -34.9% | -21.7% |
| 3M | -12.5% | +4.3% | -16.8% | -14.4% |
| 6M | -8.0% | -27.7% | +19.7% | +2.8% |
| YTD | +20.1% | -35.8% | +55.9% | +40.2% |
| 1Y | +45.9% | -34.1% | +80.0% | +68.4% |
| 3Y | +86.2% | +2.9% | +83.3% | +70.2% |
| 5Y | +57.1% | +12.7% | +44.4% | +33.1% |
| All | +383.2% | +213.5% | +169.7% | +137.5% |
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