+1,015.5%
FCX vs RRX
+1,751.8%
-736.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -4.9% | +3.4% | -8.3% | -6.6% |
| 30D | +4.8% | -11.1% | +15.9% | +11.6% |
| 3M | +4.6% | -23.7% | +28.3% | +19.0% |
| 6M | +10.8% | -22.0% | +32.8% | +23.2% |
| YTD | +44.2% | +16.5% | +27.7% | +26.0% |
| 1Y | +59.6% | +11.5% | +48.1% | +41.7% |
| 3Y | +82.2% | +1.5% | +80.7% | +58.4% |
| 5Y | +115.6% | +18.3% | +97.4% | +68.0% |
| 10Y | +670.6% | +209.8% | +460.8% | +270.4% |
| All | +1,015.5% | +1,751.8% | -736.3% | +214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling