+492.6%
FCX vs RPRX
+81.2%
+411.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -0.3% | +3.3% | -3.6% | -1.2% |
| 30D | -14.7% | +17.9% | -32.6% | -18.9% |
| 3M | -11.2% | +19.2% | -30.4% | -16.0% |
| 6M | -11.4% | +31.7% | -43.1% | -19.2% |
| YTD | +17.7% | +82.5% | -64.7% | -3.1% |
| 1Y | +47.5% | +78.4% | -31.0% | +22.3% |
| 3Y | +83.9% | +177.0% | -93.1% | +30.8% |
| 5Y | +54.0% | +86.5% | -32.5% | +24.2% |
| All | +492.6% | +81.2% | +411.4% | +373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling