+1,015.5%
FCX vs ROL
+3,854.4%
-2,839.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.9% | -1.4% | -3.4% | -4.3% |
| 30D | +4.8% | -4.1% | +8.9% | +6.6% |
| 3M | +4.6% | -22.5% | +27.1% | +15.2% |
| 6M | +10.8% | -37.7% | +48.5% | +33.0% |
| YTD | +44.2% | -39.6% | +83.8% | +74.7% |
| 1Y | +59.6% | -36.0% | +95.6% | +87.3% |
| 3Y | +82.2% | -5.1% | +87.4% | +76.7% |
| 5Y | +115.6% | -3.4% | +119.0% | +102.5% |
| 10Y | +670.6% | +215.2% | +455.3% | +321.6% |
| All | +1,015.5% | +3,854.4% | -2,839.0% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling