+102.7%
FCX vs RTX
+150.3%
-47.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.6% |
| 7D | +5.7% | -3.1% | +8.8% | +6.7% |
| 30D | +10.1% | -10.6% | +20.6% | +13.6% |
| 3M | +20.2% | +11.6% | +8.5% | +15.0% |
| 6M | +29.7% | -4.5% | +34.2% | +30.5% |
| YTD | +51.9% | +9.6% | +42.4% | +45.8% |
| 1Y | +66.0% | +30.8% | +35.1% | +49.9% |
| 3Y | +102.7% | +152.8% | -50.1% | +50.4% |
| All | +102.7% | +150.3% | -47.5% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling