+115.8%
FCX vs RRX
+17.8%
+97.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -2.0% |
| 7D | -2.3% | -0.3% | -1.9% | -2.1% |
| 30D | +2.7% | -6.1% | +8.8% | +5.7% |
| 3M | +7.4% | -23.1% | +30.4% | +19.4% |
| 6M | +16.0% | -19.5% | +35.6% | +25.2% |
| YTD | +40.9% | +16.1% | +24.9% | +25.1% |
| 1Y | +56.4% | +12.9% | +43.5% | +40.0% |
| 3Y | +84.2% | +7.9% | +76.3% | +59.7% |
| All | +115.8% | +17.8% | +97.9% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling