+114.3%
FCX vs ROL
-3.8%
+118.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.9% | -1.4% | -3.4% | -4.6% |
| 30D | +4.8% | -4.1% | +8.9% | +5.7% |
| 3M | +4.6% | -22.5% | +27.1% | +10.3% |
| 6M | +10.8% | -37.7% | +48.5% | +23.5% |
| YTD | +44.2% | -39.6% | +83.8% | +61.8% |
| 1Y | +59.6% | -36.0% | +95.6% | +75.4% |
| 3Y | +82.2% | -5.1% | +87.4% | +72.5% |
| All | +114.3% | -3.8% | +118.1% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling