+1,015.5%
FCX vs RRC
+774.6%
+240.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -4.9% | +1.3% | -6.2% | -5.3% |
| 30D | +4.8% | +10.1% | -5.3% | +1.6% |
| 3M | +4.6% | +4.0% | +0.6% | +2.8% |
| 6M | +10.8% | +1.6% | +9.2% | +8.9% |
| YTD | +44.2% | +19.7% | +24.5% | +34.1% |
| 1Y | +59.6% | +21.4% | +38.1% | +46.6% |
| 3Y | +82.2% | +29.7% | +52.6% | +61.4% |
| 5Y | +115.6% | +153.9% | -38.2% | +46.0% |
| 10Y | +670.6% | +10.8% | +659.7% | +431.9% |
| All | +1,015.5% | +774.6% | +240.9% | +550.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling