+84.6%
FCX vs RRX
+1.6%
+83.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.6% | -5.8% |
| 7D | -1.9% | -3.7% | +1.9% | -0.3% |
| 30D | +3.4% | -9.3% | +12.7% | +7.5% |
| 3M | +15.0% | -21.8% | +36.8% | +25.3% |
| 6M | +14.6% | -22.0% | +36.7% | +24.1% |
| YTD | +41.2% | +11.9% | +29.3% | +30.7% |
| 1Y | +60.4% | +11.6% | +48.8% | +48.0% |
| All | +84.6% | +1.6% | +83.0% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling