+1,015.5%
FCX vs RTX
+5,900.4%
-4,884.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | -4.9% | -5.2% | +0.3% | -1.6% |
| 30D | +4.8% | -9.4% | +14.2% | +11.3% |
| 3M | +4.6% | +12.3% | -7.7% | -4.3% |
| 6M | +10.8% | -3.1% | +13.9% | +11.4% |
| YTD | +44.2% | +10.7% | +33.5% | +32.2% |
| 1Y | +59.6% | +28.4% | +31.1% | +31.8% |
| 3Y | +82.2% | +147.1% | -64.8% | -6.1% |
| 5Y | +115.6% | +167.2% | -51.6% | +4.6% |
| 10Y | +670.6% | +274.7% | +395.8% | +200.1% |
| All | +1,015.5% | +5,900.4% | -4,884.9% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling