+60.3%
FCX vs RVMD
+244.4%
-184.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.1% |
| 7D | -6.0% | +5.8% | -11.8% | -6.4% |
| 30D | -13.6% | -3.8% | -9.7% | -13.4% |
| 3M | -6.8% | +3.2% | -10.0% | -7.1% |
| 6M | +13.2% | +35.0% | -21.9% | +10.8% |
| YTD | +24.4% | +150.7% | -126.3% | +21.2% |
| 1Y | +60.3% | +241.0% | -180.7% | +47.3% |
| All | +60.3% | +244.4% | -184.1% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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