+126.7%
FCX vs ROP
-11.7%
+138.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.4% |
| 7D | -4.9% | -4.4% | -0.4% | -3.4% |
| 30D | +4.8% | +3.2% | +1.6% | +3.6% |
| 3M | +4.6% | +23.1% | -18.4% | -4.4% |
| 6M | +10.8% | +13.3% | -2.5% | +4.3% |
| YTD | +44.2% | -7.9% | +52.1% | +51.2% |
| 1Y | +59.6% | -22.1% | +81.6% | +86.0% |
| 3Y | +82.2% | -16.8% | +99.1% | +100.9% |
| All | +126.7% | -11.7% | +138.4% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling