+609.4%
FCX vs RPRX
+52.7%
+556.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.3% | -8.4% | +6.1% | +0.2% |
| 30D | +2.7% | -0.6% | +3.3% | +2.7% |
| 3M | +7.4% | +6.4% | +1.0% | +4.8% |
| 6M | +16.0% | +26.6% | -10.6% | +7.1% |
| YTD | +40.9% | +53.8% | -12.8% | +22.3% |
| 1Y | +56.4% | +62.8% | -6.4% | +33.0% |
| 3Y | +84.2% | +118.0% | -33.8% | +41.2% |
| 5Y | +114.6% | +71.2% | +43.4% | +78.8% |
| All | +609.4% | +52.7% | +556.8% | +497.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling