+827.0%
FCX vs ROST
+86,259.2%
-85,432.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.5% |
| 7D | -2.4% | +3.2% | -5.5% | -3.3% |
| 30D | -18.0% | +7.4% | -25.4% | -19.9% |
| 3M | -14.3% | -6.1% | -8.2% | -12.8% |
| 6M | -1.7% | +6.2% | -8.0% | -4.3% |
| YTD | +19.8% | +33.4% | -13.6% | +8.8% |
| 1Y | +48.6% | +48.8% | -0.2% | +30.3% |
| 3Y | +85.8% | +99.5% | -13.7% | +47.2% |
| 5Y | +72.2% | +112.7% | -40.4% | +31.2% |
| 10Y | +386.3% | +316.4% | +69.8% | +213.3% |
| All | +827.0% | +86,259.2% | -85,432.2% | +257.4% |
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