+74.3%
FCX vs ROL
+3.8%
+70.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.6% |
| 7D | -4.9% | +9.5% | -14.4% | -4.9% |
| 30D | -17.1% | +22.9% | -40.1% | -17.4% |
| 3M | -12.7% | +3.5% | -16.2% | -12.3% |
| 6M | -2.0% | -29.4% | +27.4% | +1.7% |
| YTD | +18.1% | -36.1% | +54.1% | +24.4% |
| 1Y | +55.2% | -34.4% | +89.5% | +62.8% |
| 3Y | +74.3% | +4.0% | +70.3% | +59.0% |
| All | +74.3% | +3.8% | +70.5% | +59.0% |
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