+212.8%
RDDT vs FCX
+58.1%
+154.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +2.1% | -2.3% | +4.4% | +2.7% |
| 30D | +2.8% | +2.7% | +0.1% | +0.6% |
| 3M | -8.9% | +7.4% | -16.3% | -13.4% |
| 6M | +15.1% | +16.0% | -1.0% | +3.3% |
| YTD | -31.4% | +40.9% | -72.3% | -46.1% |
| 1Y | -39.4% | +56.4% | -95.9% | -56.2% |
| All | +212.8% | +58.1% | +154.7% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling