+1,015.5%
FCX vs ROP
+5,881.1%
-4,865.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +2.2% |
| 7D | -4.9% | -4.4% | -0.4% | -2.6% |
| 30D | +4.8% | +3.2% | +1.6% | +2.9% |
| 3M | +4.6% | +23.1% | -18.4% | -8.3% |
| 6M | +10.8% | +13.3% | -2.5% | +0.4% |
| YTD | +44.2% | -7.9% | +52.1% | +44.3% |
| 1Y | +59.6% | -22.1% | +81.6% | +75.1% |
| 3Y | +82.2% | -16.8% | +99.1% | +91.6% |
| 5Y | +115.6% | -13.5% | +129.2% | +120.4% |
| 10Y | +670.6% | +137.7% | +532.9% | +364.1% |
| All | +1,015.5% | +5,881.1% | -4,865.6% | +199.0% |
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 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