+813.3%
FCX vs ROP
+6,916.7%
-6,103.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.6% | +4.2% |
| 7D | -4.9% | +2.1% | -7.0% | -6.1% |
| 30D | -17.1% | +32.9% | -50.0% | -29.7% |
| 3M | -12.7% | +20.3% | -33.0% | -22.2% |
| 6M | -2.0% | +36.8% | -38.7% | -20.5% |
| YTD | +18.1% | +8.1% | +10.0% | +6.8% |
| 1Y | +55.2% | +8.3% | +46.9% | +40.3% |
| 3Y | +74.3% | -3.2% | +77.6% | +66.4% |
| 5Y | +71.9% | +1.7% | +70.2% | +58.7% |
| 10Y | +498.4% | +199.2% | +299.1% | +213.2% |
| All | +813.3% | +6,916.7% | -6,103.4% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling