+134.6%
FCX vs ROST
+108.0%
+26.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | +3.1% | -2.2% | +5.3% | +4.1% |
| 30D | +8.1% | -11.4% | +19.5% | +13.5% |
| 3M | +18.9% | -1.6% | +20.6% | +19.3% |
| 6M | +26.6% | +6.8% | +19.8% | +22.2% |
| YTD | +51.2% | +25.8% | +25.4% | +35.9% |
| 1Y | +75.6% | +52.4% | +23.1% | +45.0% |
| 3Y | +101.7% | +94.4% | +7.3% | +46.8% |
| 5Y | +134.6% | +108.2% | +26.4% | +59.5% |
| All | +134.6% | +108.0% | +26.6% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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