+612.2%
FCX vs RSG
+428.9%
+183.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.6% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | +2.7% | +4.0% | -1.3% | +0.3% |
| 3M | +7.4% | +7.4% | 0.0% | +1.7% |
| 6M | +16.0% | +0.1% | +15.9% | +13.3% |
| YTD | +40.9% | +6.0% | +34.9% | +31.6% |
| 1Y | +56.4% | -3.0% | +59.4% | +55.1% |
| 3Y | +84.2% | +56.5% | +27.7% | +22.5% |
| 5Y | +114.6% | +90.9% | +23.7% | +17.7% |
| All | +612.2% | +428.9% | +183.3% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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