+4,770.1%
DELL vs FCX
+610.1%
+4,160.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.5% | +0.1% |
| 7D | +25.6% | +5.7% | +19.9% | +23.4% |
| 30D | +17.7% | +10.1% | +7.6% | +13.8% |
| 3M | +33.4% | +20.2% | +13.3% | +25.6% |
| 6M | +266.2% | +29.7% | +236.5% | +233.1% |
| YTD | +328.0% | +51.9% | +276.1% | +267.7% |
| 1Y | +339.6% | +66.0% | +273.6% | +263.9% |
| 3Y | +694.6% | +102.7% | +591.9% | +507.1% |
| 5Y | +1,122.0% | +138.9% | +983.1% | +759.5% |
| 10Y | +4,062.5% | +701.1% | +3,361.4% | +1,792.7% |
| All | +4,770.1% | +610.1% | +4,160.0% | +2,166.3% |
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