+358.3%
DELL vs FCX
+60.1%
+298.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +12.0% |
| 7D | +8.2% | -2.3% | +10.5% | +9.2% |
| 30D | +17.1% | +2.7% | +14.4% | +16.0% |
| 3M | +45.2% | +7.4% | +37.8% | +40.8% |
| 6M | +286.8% | +16.0% | +270.8% | +261.5% |
| YTD | +354.8% | +40.9% | +313.9% | +298.5% |
| 1Y | +358.3% | +56.4% | +301.8% | +284.4% |
| All | +358.3% | +60.1% | +298.2% | +284.4% |
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