+641.7%
FCX vs RUN
-31.9%
+673.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -4.9% | +1.3% | -6.1% | -5.1% |
| 30D | +4.8% | -15.3% | +20.1% | +7.9% |
| 3M | +4.6% | -40.0% | +44.6% | +14.6% |
| 6M | +10.8% | -27.0% | +37.8% | +16.2% |
| YTD | +44.2% | -51.7% | +95.9% | +59.2% |
| 1Y | +59.6% | -45.9% | +105.5% | +69.7% |
| 3Y | +82.2% | -43.8% | +126.0% | +53.4% |
| 5Y | +115.6% | -80.5% | +196.1% | +106.6% |
| 10Y | +670.6% | +45.3% | +625.3% | +287.1% |
| All | +641.7% | -31.9% | +673.6% | +290.6% |
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