+90.2%
FCX vs ROL
+7.0%
+83.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -4.9% | -1.4% | -3.4% | -4.8% |
| 30D | +4.8% | -4.1% | +8.9% | +5.1% |
| 3M | +4.6% | -22.5% | +27.1% | +6.6% |
| 6M | +10.8% | -37.7% | +48.5% | +16.5% |
| YTD | +44.2% | -39.6% | +83.8% | +52.5% |
| 1Y | +59.6% | -36.0% | +95.6% | +67.1% |
| All | +90.2% | +7.0% | +83.1% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling