+54.2%
RSP vs FCX
+101.5%
-47.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.4% | -1.9% |
| 7D | -0.4% | +5.7% | -6.1% | -1.4% |
| 30D | -1.5% | +10.1% | -11.6% | -3.3% |
| 3M | +4.8% | +20.2% | -15.4% | +1.0% |
| 6M | +10.3% | +29.7% | -19.4% | +3.9% |
| YTD | +14.1% | +51.9% | -37.9% | +3.5% |
| 1Y | +17.0% | +66.0% | -49.0% | +3.6% |
| 3Y | +54.2% | +102.7% | -48.6% | +22.7% |
| All | +54.2% | +101.5% | -47.3% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling