+402.6%
FCX vs RRC
+60.0%
+342.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | -1.0% | -10.3% | +9.3% | +2.1% |
| 30D | -15.2% | +19.5% | -34.7% | -20.1% |
| 3M | -10.3% | +27.9% | -38.2% | -17.3% |
| 6M | +1.6% | +21.2% | -19.6% | -5.4% |
| YTD | +23.9% | +39.6% | -15.7% | +9.6% |
| 1Y | +58.0% | +31.3% | +26.8% | +42.2% |
| 3Y | +94.6% | +51.9% | +42.6% | +64.8% |
| 5Y | +70.4% | +110.2% | -39.8% | +25.2% |
| All | +402.6% | +60.0% | +342.6% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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