+1,015.5%
FCX vs RVTY
+2,052.0%
-1,036.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -4.9% | +1.1% | -6.0% | -5.3% |
| 30D | +4.8% | +13.2% | -8.4% | -0.1% |
| 3M | +4.6% | +27.2% | -22.6% | -5.1% |
| 6M | +10.8% | +32.4% | -21.6% | -1.1% |
| YTD | +44.2% | +34.9% | +9.4% | +27.0% |
| 1Y | +59.6% | +52.4% | +7.2% | +33.8% |
| 3Y | +82.2% | +12.3% | +70.0% | +68.2% |
| 5Y | +115.6% | -30.8% | +146.4% | +135.5% |
| 10Y | +670.6% | +150.7% | +519.9% | +433.6% |
| All | +1,015.5% | +2,052.0% | -1,036.5% | +318.0% |
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