+1,015.5%
FCX vs ROST
+83,113.1%
-82,097.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -4.9% | +0.9% | -5.8% | -5.1% |
| 30D | +4.8% | -8.9% | +13.7% | +7.8% |
| 3M | +4.6% | -0.8% | +5.4% | +4.7% |
| 6M | +10.8% | +8.5% | +2.3% | +7.6% |
| YTD | +44.2% | +28.6% | +15.6% | +32.7% |
| 1Y | +59.6% | +52.3% | +7.2% | +38.9% |
| 3Y | +82.2% | +94.8% | -12.6% | +45.7% |
| 5Y | +115.6% | +110.8% | +4.9% | +65.1% |
| 10Y | +670.6% | +304.5% | +366.0% | +402.4% |
| All | +1,015.5% | +83,113.1% | -82,097.7% | +335.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling