+724.2%
FCX vs RRC
+4.5%
+719.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +3.1% | -1.7% | +4.9% | +3.6% |
| 30D | +8.1% | +3.6% | +4.5% | +6.9% |
| 3M | +18.9% | +8.8% | +10.1% | +15.4% |
| 6M | +26.6% | +0.8% | +25.8% | +24.9% |
| YTD | +51.2% | +19.0% | +32.2% | +41.3% |
| 1Y | +75.6% | +22.9% | +52.6% | +61.4% |
| 3Y | +101.7% | +32.3% | +69.4% | +78.9% |
| 5Y | +134.6% | +151.6% | -16.9% | +65.2% |
| 10Y | +724.2% | +5.5% | +718.6% | +592.9% |
| All | +724.2% | +4.5% | +719.6% | +592.9% |
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