+612.2%
FCX vs RRX
+228.4%
+383.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -2.6% |
| 7D | -2.3% | -0.3% | -1.9% | -2.1% |
| 30D | +2.7% | -6.1% | +8.8% | +6.7% |
| 3M | +7.4% | -23.1% | +30.4% | +23.7% |
| 6M | +16.0% | -19.5% | +35.6% | +27.7% |
| YTD | +40.9% | +16.1% | +24.9% | +17.9% |
| 1Y | +56.4% | +12.9% | +43.5% | +31.8% |
| 3Y | +84.2% | +7.9% | +76.3% | +43.1% |
| 5Y | +114.6% | +19.1% | +95.5% | +43.2% |
| All | +612.2% | +228.4% | +383.8% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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