+59.9%
DIA vs FCX
+101.5%
-41.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.5% | -2.0% |
| 7D | +0.1% | +5.7% | -5.7% | -0.9% |
| 30D | -2.1% | +10.1% | -12.1% | -3.7% |
| 3M | +4.2% | +20.2% | -16.0% | +0.6% |
| 6M | +11.9% | +29.7% | -17.8% | +6.0% |
| YTD | +10.8% | +51.9% | -41.1% | +1.7% |
| 1Y | +17.5% | +66.0% | -48.5% | +5.5% |
| 3Y | +59.9% | +102.7% | -42.8% | +32.4% |
| All | +59.9% | +101.5% | -41.5% | +32.4% |
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