+72.2%
FCX vs RRC
+124.4%
-52.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.8% | -8.1% | -4.7% |
| 7D | -2.4% | -5.2% | +2.8% | -0.9% |
| 30D | -18.0% | +25.2% | -43.2% | -24.2% |
| 3M | -14.3% | +27.4% | -41.7% | -21.5% |
| 6M | -1.7% | +27.0% | -28.7% | -10.4% |
| YTD | +19.8% | +46.3% | -26.4% | +2.7% |
| 1Y | +48.6% | +37.1% | +11.5% | +30.1% |
| 3Y | +85.8% | +60.2% | +25.6% | +50.4% |
| 5Y | +72.2% | +136.6% | -64.4% | +25.3% |
| All | +72.2% | +124.4% | -52.2% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling