+208.0%
RDDT vs FCX
+58.4%
+149.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.6% | +12.7% | +9.1% |
| 7D | -0.4% | -1.9% | +1.4% | -0.1% |
| 30D | -0.5% | +3.4% | -3.9% | -3.0% |
| 3M | -9.8% | +15.0% | -24.8% | -17.2% |
| 6M | +15.8% | +14.6% | +1.2% | +4.6% |
| YTD | -32.4% | +41.2% | -73.6% | -46.9% |
| 1Y | -40.0% | +60.4% | -100.4% | -57.3% |
| All | +208.0% | +58.4% | +149.6% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling