+45.9%
FCX vs RUN
-57.8%
+103.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -1.7% |
| 7D | +4.4% | -13.7% | +18.1% | +6.7% |
| 30D | -16.3% | +9.4% | -25.7% | -18.2% |
| 3M | -12.5% | -13.4% | +0.9% | -11.0% |
| 6M | -8.0% | -39.6% | +31.5% | -1.2% |
| YTD | +20.1% | -53.7% | +73.8% | +28.1% |
| 1Y | +45.9% | -56.2% | +102.1% | +58.1% |
| All | +45.9% | -57.8% | +103.8% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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