+83.9%
FCX vs RUN
-7.3%
+91.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -0.3% | -13.5% | +13.2% | +1.4% |
| 30D | -14.7% | +18.3% | -33.0% | -16.9% |
| 3M | -11.2% | -12.5% | +1.3% | -10.3% |
| 6M | -11.4% | -40.3% | +28.9% | -6.7% |
| YTD | +17.7% | -53.1% | +70.8% | +24.7% |
| 1Y | +47.5% | -54.3% | +101.8% | +56.4% |
| 3Y | +83.9% | -6.5% | +90.4% | +51.1% |
| All | +83.9% | -7.3% | +91.2% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling