+209.8%
RSP vs FCX
+707.6%
-497.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.8% | +3.1% | -4.9% | -2.6% |
| 30D | -2.5% | +8.1% | -10.6% | -4.5% |
| 3M | +3.0% | +18.9% | -15.9% | -1.8% |
| 6M | +8.9% | +26.6% | -17.7% | +1.2% |
| YTD | +13.0% | +51.2% | -38.2% | 0.0% |
| 1Y | +16.2% | +75.6% | -59.3% | -1.7% |
| 3Y | +52.7% | +101.7% | -49.0% | +20.6% |
| 5Y | +50.5% | +134.6% | -84.2% | +9.8% |
| 10Y | +209.8% | +724.2% | -514.3% | +43.3% |
| All | +209.8% | +707.6% | -497.8% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling