+319.1%
DELL vs FCX
+60.8%
+258.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +14.9% | -4.9% | +19.7% | +17.1% |
| 30D | +13.3% | +4.8% | +8.5% | +11.4% |
| 3M | +24.4% | +4.6% | +19.8% | +21.3% |
| 6M | +258.0% | +10.8% | +247.2% | +237.9% |
| YTD | +320.2% | +44.2% | +276.0% | +265.1% |
| 1Y | +319.1% | +59.6% | +259.5% | +247.1% |
| All | +319.1% | +60.8% | +258.3% | +247.1% |
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