+12.5%
DIA vs FCX
+27.6%
-15.1%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -0.2% | -4.9% | +4.7% | +0.5% |
| 30D | -1.5% | +4.8% | -6.3% | -2.3% |
| 3M | +3.8% | +4.6% | -0.9% | +2.7% |
| All | +12.5% | +27.6% | -15.1% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling