+485.6%
FCX vs RY
+360.6%
+125.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +4.3% |
| 7D | -4.9% | -0.9% | -4.0% | -3.7% |
| 30D | -17.1% | +5.9% | -23.0% | -23.2% |
| 3M | -12.7% | -4.3% | -8.4% | -8.1% |
| 6M | -2.0% | +12.1% | -14.1% | -16.9% |
| YTD | +18.1% | +20.3% | -2.2% | -8.3% |
| 1Y | +55.2% | +41.0% | +14.2% | -2.7% |
| 3Y | +74.3% | +157.5% | -83.2% | -52.9% |
| 5Y | +71.9% | +123.2% | -51.3% | -42.4% |
| All | +485.6% | +360.6% | +125.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling