+247.6%
DIA vs FCX
+688.3%
-440.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.6% | -2.3% | +0.7% | -1.2% |
| 30D | -2.0% | +2.7% | -4.7% | -2.9% |
| 3M | +3.6% | +7.4% | -3.8% | +1.4% |
| 6M | +11.5% | +16.0% | -4.5% | +6.4% |
| YTD | +10.4% | +40.9% | -30.6% | +0.3% |
| 1Y | +15.6% | +56.4% | -40.9% | +1.8% |
| 3Y | +58.9% | +84.2% | -25.3% | +30.5% |
| 5Y | +65.3% | +114.6% | -49.3% | +25.7% |
| All | +247.6% | +688.3% | -440.7% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling