+724.9%
DELL vs FCX
+82.9%
+642.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +12.1% |
| 7D | +8.2% | -2.3% | +10.5% | +9.3% |
| 30D | +17.1% | +2.7% | +14.4% | +15.4% |
| 3M | +45.2% | +7.4% | +37.8% | +40.2% |
| 6M | +286.8% | +16.0% | +270.8% | +255.4% |
| YTD | +354.8% | +40.9% | +313.9% | +278.0% |
| 1Y | +358.3% | +56.4% | +301.8% | +257.5% |
| 3Y | +724.9% | +84.2% | +640.7% | +482.2% |
| All | +724.9% | +82.9% | +642.0% | +482.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling