+53.1%
RSP vs FCX
+115.7%
-62.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.8% | -4.9% | +4.1% | +0.2% |
| 30D | -0.3% | +4.8% | -5.1% | -1.5% |
| 3M | +4.3% | +4.6% | -0.3% | +2.6% |
| 6M | +8.8% | +10.8% | -2.0% | +4.9% |
| YTD | +15.3% | +44.2% | -29.0% | +4.2% |
| 1Y | +18.3% | +59.6% | -41.3% | +3.6% |
| 3Y | +52.8% | +82.2% | -29.4% | +24.8% |
| All | +53.1% | +115.7% | -62.7% | +16.7% |
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 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