+1,152.9%
RSP vs FCX
+1,125.1%
+27.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +4.4% | -15.1% | +19.5% | +8.3% |
| 3M | +1.3% | -9.6% | +10.9% | +3.1% |
| 6M | +10.0% | -3.1% | +13.0% | +9.2% |
| YTD | +17.6% | +23.4% | -5.8% | +8.8% |
| 1Y | +19.2% | +52.7% | -33.4% | +4.6% |
| 3Y | +66.0% | +91.4% | -25.3% | +32.7% |
| 5Y | +50.4% | +62.7% | -12.3% | +20.8% |
| 10Y | +215.7% | +395.9% | -180.2% | +70.3% |
| All | +1,152.9% | +1,125.1% | +27.8% | +333.8% |
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