+31.0%
DIS vs FCX
+379.1%
-348.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.5% |
| 7D | +0.9% | +4.4% | -3.5% | -0.2% |
| 30D | +8.9% | -16.3% | +25.2% | +13.4% |
| 3M | +14.5% | -12.5% | +27.0% | +17.4% |
| 6M | +12.2% | -8.0% | +20.3% | +12.5% |
| YTD | +4.7% | +20.1% | -15.4% | -3.3% |
| 1Y | +2.8% | +45.9% | -43.1% | -9.8% |
| 3Y | +38.1% | +86.2% | -48.1% | +8.0% |
| 5Y | -23.6% | +57.1% | -80.7% | -39.4% |
| All | +31.0% | +379.1% | -348.0% | -34.9% |
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 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