-45.7%
RDDT vs FCX
+58.1%
-103.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.3% | +4.6% | +5.6% |
| 7D | -24.4% | -6.0% | -18.4% | -22.5% |
| 30D | -32.3% | -13.6% | -18.7% | -29.3% |
| 3M | -36.3% | -6.8% | -29.5% | -35.1% |
| 6M | -39.7% | +13.2% | -52.9% | -42.9% |
| YTD | -55.7% | +24.4% | -80.1% | -60.2% |
| 1Y | -45.7% | +60.3% | -106.0% | -61.4% |
| All | -45.7% | +58.1% | -103.8% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 1y: compounded portfolio wealth divided by compounded FCX 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…
1y analysis · Full analysis span regression · 6 months rolling