+102.7%
FCX vs ROP
-18.5%
+121.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.2% | +5.6% |
| 7D | +5.7% | -5.4% | +11.1% | +6.3% |
| 30D | +10.1% | -1.6% | +11.7% | +10.2% |
| 3M | +20.2% | +18.8% | +1.3% | +16.3% |
| 6M | +29.7% | +8.2% | +21.5% | +28.7% |
| YTD | +51.9% | -10.5% | +62.4% | +64.0% |
| 1Y | +66.0% | -23.7% | +89.7% | +96.6% |
| 3Y | +102.7% | -17.9% | +120.6% | +120.5% |
| All | +102.7% | -18.5% | +121.3% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling