+58.0%
FCX vs ROST
+116.2%
-58.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.6% |
| 7D | -2.4% | +3.2% | -5.5% | -3.6% |
| 30D | -18.0% | +7.4% | -25.4% | -20.4% |
| 3M | -14.3% | -6.1% | -8.2% | -12.3% |
| 6M | -1.7% | +6.2% | -8.0% | -5.2% |
| YTD | +19.8% | +33.4% | -13.6% | +4.9% |
| 1Y | +48.6% | +48.8% | -0.2% | +24.1% |
| 3Y | +85.8% | +99.5% | -13.7% | +33.5% |
| All | +58.0% | +116.2% | -58.2% | +7.3% |
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