+724.1%
FCX vs RTX
+275.5%
+448.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +3.1% | -1.6% | +4.7% | +4.2% |
| 30D | +8.1% | -11.6% | +19.7% | +17.3% |
| 3M | +18.9% | +9.2% | +9.8% | +10.0% |
| 6M | +26.6% | -4.4% | +31.0% | +28.6% |
| YTD | +51.2% | +8.9% | +42.3% | +38.6% |
| 1Y | +75.6% | +32.1% | +43.4% | +38.3% |
| 3Y | +101.7% | +151.2% | -49.5% | -8.1% |
| 5Y | +134.6% | +162.9% | -28.3% | +0.9% |
| 10Y | +724.1% | +283.9% | +440.2% | +129.5% |
| All | +724.1% | +275.5% | +448.7% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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