+778.2%
FCX vs RY
+11,121.0%
-10,342.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.8% |
| 7D | -4.9% | -0.9% | -4.0% | -4.1% |
| 30D | -17.1% | +5.9% | -23.0% | -21.2% |
| 3M | -12.7% | -4.3% | -8.4% | -9.5% |
| 6M | -2.0% | +12.1% | -14.1% | -11.8% |
| YTD | +18.1% | +20.3% | -2.2% | +0.5% |
| 1Y | +55.2% | +41.0% | +14.2% | +14.9% |
| 3Y | +74.3% | +157.5% | -83.2% | -23.7% |
| 5Y | +71.9% | +123.2% | -51.3% | -12.4% |
| 10Y | +498.4% | +365.7% | +132.7% | +82.8% |
| All | +778.2% | +11,121.0% | -10,342.8% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling