+36.6%
DIS vs FCX
+437.2%
-400.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +0.8% |
| 7D | +5.3% | -1.0% | +6.3% | +5.5% |
| 30D | +10.2% | -15.2% | +25.5% | +14.4% |
| 3M | +13.5% | -10.3% | +23.8% | +15.7% |
| 6M | +11.1% | +1.6% | +9.6% | +8.6% |
| YTD | +5.5% | +23.9% | -18.4% | -3.3% |
| 1Y | +9.1% | +58.0% | -48.9% | -6.2% |
| 3Y | +36.0% | +94.6% | -58.6% | +5.2% |
| 5Y | -29.8% | +70.4% | -100.2% | -45.6% |
| 10Y | +36.6% | +430.7% | -394.0% | -32.0% |
| All | +36.6% | +437.2% | -400.6% | -32.0% |
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