+16.2%
RSP vs FCX
+70.0%
-53.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -1.8% | +3.1% | -4.9% | -2.1% |
| 30D | -2.5% | +8.1% | -10.6% | -3.4% |
| 3M | +3.0% | +18.9% | -15.9% | +0.9% |
| 6M | +8.9% | +26.6% | -17.7% | +5.1% |
| YTD | +13.0% | +51.2% | -38.2% | +6.7% |
| 1Y | +16.2% | +75.6% | -59.3% | +7.5% |
| All | +16.2% | +70.0% | -53.8% | +7.5% |
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