-3.1%
FCX vs RTX
+15.8%
-18.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +3.0% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | -15.1% | +7.8% | -22.9% | -14.4% |
| 3M | -9.6% | -9.8% | +0.2% | -10.2% |
| 6M | -3.1% | +13.5% | -16.6% | -5.8% |
| All | -3.1% | +15.8% | -18.8% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling