+1,679.0%
FCX vs RSG
+2,005.0%
-326.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.5% |
| 7D | +5.7% | -0.7% | +6.5% | +6.0% |
| 30D | +10.1% | +3.3% | +6.8% | +8.5% |
| 3M | +20.2% | +8.5% | +11.7% | +15.2% |
| 6M | +29.7% | -3.5% | +33.2% | +29.4% |
| YTD | +51.9% | +5.5% | +46.4% | +45.7% |
| 1Y | +66.0% | -1.7% | +67.7% | +63.6% |
| 3Y | +102.7% | +56.9% | +45.8% | +61.7% |
| 5Y | +138.9% | +89.4% | +49.5% | +74.8% |
| 10Y | +701.1% | +412.5% | +288.5% | +299.7% |
| All | +1,679.0% | +2,005.0% | -326.0% | +492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling