+75.6%
FCX vs RTX
+30.5%
+45.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +3.1% | -1.6% | +4.7% | +3.5% |
| 30D | +8.1% | -11.6% | +19.7% | +11.1% |
| 3M | +18.9% | +9.2% | +9.8% | +14.1% |
| 6M | +26.6% | -4.4% | +31.0% | +26.4% |
| YTD | +51.2% | +8.9% | +42.3% | +44.9% |
| 1Y | +75.6% | +32.1% | +43.4% | +37.2% |
| All | +75.6% | +30.5% | +45.1% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling