+517.8%
FCX vs RUN
-34.8%
+552.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -1.5% |
| 7D | +4.4% | -13.7% | +18.1% | +7.3% |
| 30D | -16.3% | +9.4% | -25.7% | -18.5% |
| 3M | -12.5% | -13.4% | +0.9% | -11.0% |
| 6M | -8.0% | -39.6% | +31.5% | -0.5% |
| YTD | +20.1% | -53.7% | +73.8% | +32.4% |
| 1Y | +45.9% | -56.2% | +102.1% | +62.0% |
| 3Y | +86.2% | -9.7% | +96.0% | +40.4% |
| 5Y | +57.1% | -85.5% | +142.6% | +61.3% |
| 10Y | +382.5% | +66.7% | +315.8% | +136.5% |
| All | +517.8% | -34.8% | +552.6% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling