+115.0%
FCX vs RTX
+162.0%
-47.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -6.9% | -6.7% |
| 7D | -1.9% | -2.0% | +0.1% | -1.0% |
| 30D | +3.4% | -11.2% | +14.6% | +9.1% |
| 3M | +15.0% | +12.0% | +2.9% | +7.4% |
| 6M | +14.6% | -3.6% | +18.2% | +15.5% |
| YTD | +41.2% | +9.2% | +32.0% | +32.8% |
| 1Y | +60.4% | +29.7% | +30.7% | +36.9% |
| 3Y | +88.4% | +152.0% | -63.5% | +5.3% |
| 5Y | +115.0% | +165.8% | -50.7% | +1.7% |
| All | +115.0% | +162.0% | -47.0% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling