+1,143.3%
RSP vs FCX
+1,129.2%
+14.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +1.1% |
| 7D | +0.4% | -1.0% | +1.5% | +0.6% |
| 30D | +3.7% | -15.2% | +18.9% | +7.6% |
| 3M | +0.8% | -10.3% | +11.0% | +2.8% |
| 6M | +9.1% | +1.6% | +7.5% | +7.1% |
| YTD | +16.7% | +23.9% | -7.1% | +7.9% |
| 1Y | +19.7% | +58.0% | -38.3% | +4.2% |
| 3Y | +66.7% | +94.6% | -27.9% | +32.7% |
| 5Y | +48.7% | +70.4% | -21.7% | +18.0% |
| 10Y | +215.6% | +430.7% | -215.1% | +67.4% |
| All | +1,143.3% | +1,129.2% | +14.1% | +330.3% |
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 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