+505.4%
FCX vs RUN
-33.9%
+539.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -0.3% | -13.5% | +13.2% | +2.4% |
| 30D | -14.7% | +18.3% | -33.0% | -18.2% |
| 3M | -11.2% | -12.5% | +1.3% | -9.9% |
| 6M | -11.4% | -40.3% | +28.9% | -3.9% |
| YTD | +17.7% | -53.1% | +70.8% | +29.4% |
| 1Y | +47.5% | -54.3% | +101.8% | +62.4% |
| 3Y | +83.9% | -6.5% | +90.4% | +37.5% |
| 5Y | +54.0% | -85.3% | +139.2% | +57.7% |
| 10Y | +372.9% | +68.9% | +304.0% | +131.2% |
| All | +505.4% | -33.9% | +539.4% | +217.6% |
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