+827.0%
FCX vs RVTY
+2,530.5%
-1,703.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | -2.4% | -2.7% | +0.3% | -1.2% |
| 30D | -18.0% | +3.2% | -21.2% | -19.1% |
| 3M | -14.3% | +37.2% | -51.5% | -24.7% |
| 6M | -1.7% | +57.7% | -59.4% | -18.8% |
| YTD | +19.8% | +64.8% | -45.0% | -3.1% |
| 1Y | +48.6% | +72.8% | -24.2% | +17.8% |
| 3Y | +85.8% | +89.8% | -4.0% | +40.5% |
| 5Y | +72.2% | -8.4% | +80.7% | +67.8% |
| 10Y | +386.3% | +219.5% | +166.8% | +204.9% |
| All | +827.0% | +2,530.5% | -1,703.5% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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