+395.9%
FCX vs RTX
+272.3%
+123.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.7% |
| 7D | -0.8% | +1.4% | -2.2% | -1.7% |
| 30D | -15.1% | +7.8% | -22.9% | -19.7% |
| 3M | -9.6% | -9.8% | +0.2% | -3.9% |
| 6M | -3.1% | +13.5% | -16.6% | -13.5% |
| YTD | +23.4% | +10.9% | +12.5% | +11.2% |
| 1Y | +52.7% | +14.0% | +38.7% | +34.6% |
| 3Y | +91.4% | +159.9% | -68.5% | -13.8% |
| 5Y | +62.7% | +151.7% | -88.9% | -26.8% |
| 10Y | +395.9% | +269.0% | +126.9% | +73.0% |
| All | +395.9% | +272.3% | +123.6% | +73.0% |
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