+63.6%
DIA vs FCX
+136.7%
-73.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.2% | +3.1% | -4.3% | -1.8% |
| 30D | -2.7% | +8.1% | -10.8% | -4.2% |
| 3M | +3.3% | +18.9% | -15.7% | -0.4% |
| 6M | +10.4% | +26.6% | -16.2% | +4.5% |
| YTD | +10.0% | +51.2% | -41.2% | +0.2% |
| 1Y | +16.2% | +75.6% | -59.4% | +2.2% |
| 3Y | +58.7% | +101.7% | -43.0% | +31.5% |
| 5Y | +63.6% | +134.6% | -71.1% | +29.0% |
| All | +63.6% | +136.7% | -73.1% | +29.0% |
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 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