+386.3%
FCX vs ROP
+185.1%
+201.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.6% |
| 30D | -18.0% | +30.3% | -48.3% | -30.7% |
| 3M | -14.3% | +17.8% | -32.1% | -23.5% |
| 6M | -1.7% | +38.9% | -40.6% | -23.3% |
| YTD | +19.8% | +7.6% | +12.2% | +9.6% |
| 1Y | +48.6% | +6.5% | +42.2% | +37.0% |
| 3Y | +85.8% | -6.3% | +92.1% | +85.3% |
| 5Y | +72.2% | +0.9% | +71.3% | +59.0% |
| 10Y | +386.3% | +180.7% | +205.5% | +77.0% |
| All | +386.3% | +185.1% | +201.2% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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