+84.6%
FCX vs RSG
+56.5%
+28.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.7% |
| 7D | -1.9% | -1.8% | -0.1% | -2.1% |
| 30D | +3.4% | +2.8% | +0.6% | +3.8% |
| 3M | +15.0% | +4.3% | +10.7% | +15.6% |
| 6M | +14.6% | -0.5% | +15.2% | +16.6% |
| YTD | +41.2% | +5.2% | +36.0% | +41.7% |
| 1Y | +60.4% | -2.1% | +62.5% | +63.9% |
| All | +84.6% | +56.5% | +28.0% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling