+59.7%
DIA vs FCX
+82.9%
-23.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +1.5% | -14.7% | +16.2% | +3.9% |
| 3M | -2.4% | -11.2% | +8.7% | -1.0% |
| 6M | +6.0% | -11.4% | +17.3% | +7.1% |
| YTD | +10.1% | +17.7% | -7.6% | +5.0% |
| 1Y | +11.8% | +47.5% | -35.7% | +2.5% |
| 3Y | +59.7% | +83.9% | -24.2% | +36.9% |
| All | +59.7% | +82.9% | -23.2% | +36.9% |
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