+61.4%
FCX vs RY
+126.1%
-64.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.3% |
| 7D | -0.8% | -3.0% | +2.2% | +3.1% |
| 30D | -15.1% | +6.3% | -21.3% | -20.9% |
| 3M | -9.6% | -2.6% | -7.0% | -7.2% |
| 6M | -3.1% | +13.9% | -17.0% | -18.2% |
| YTD | +23.4% | +21.7% | +1.8% | -3.5% |
| 1Y | +52.7% | +40.4% | +12.2% | +0.4% |
| 3Y | +91.4% | +161.3% | -69.9% | -43.7% |
| All | +61.4% | +126.1% | -64.7% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling