+55.4%
FCX vs RPRX
+86.5%
-31.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -0.3% | +3.3% | -3.6% | -1.5% |
| 30D | -14.7% | +17.9% | -32.6% | -20.0% |
| 3M | -11.2% | +19.2% | -30.4% | -17.3% |
| 6M | -11.4% | +31.7% | -43.1% | -21.4% |
| YTD | +17.7% | +82.5% | -64.7% | -9.0% |
| 1Y | +47.5% | +78.4% | -31.0% | +15.1% |
| 3Y | +83.9% | +177.0% | -93.1% | +14.4% |
| All | +55.4% | +86.5% | -31.1% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling