+1,055.3%
DELL vs FCX
+116.3%
+939.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.6% | +1.2% | -2.7% |
| 7D | -1.9% | -1.9% | 0.0% | -1.2% |
| 30D | +14.9% | +3.4% | +11.5% | +13.1% |
| 3M | +37.2% | +15.0% | +22.2% | +29.7% |
| 6M | +254.0% | +14.6% | +239.3% | +230.3% |
| YTD | +306.1% | +41.2% | +264.9% | +245.8% |
| 1Y | +312.3% | +60.4% | +251.9% | +229.7% |
| 3Y | +654.0% | +88.4% | +565.6% | +448.5% |
| 5Y | +1,055.3% | +115.0% | +940.3% | +690.2% |
| All | +1,055.3% | +116.3% | +939.0% | +690.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling