+553.8%
FCX vs RVMD
+634.9%
-81.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +5.6% |
| 7D | +5.7% | -1.2% | +6.9% | +6.0% |
| 30D | +10.1% | +1.1% | +9.0% | +9.7% |
| 3M | +20.2% | +39.6% | -19.4% | +12.2% |
| 6M | +29.7% | +110.7% | -81.0% | +9.2% |
| YTD | +51.9% | +160.3% | -108.4% | +20.3% |
| 1Y | +66.0% | +404.9% | -338.9% | +12.9% |
| 3Y | +102.7% | +545.5% | -442.7% | +23.7% |
| 5Y | +138.9% | +584.7% | -445.8% | +31.6% |
| All | +553.8% | +634.9% | -81.1% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling