+21.2%
DIS vs FCX
+701.1%
-679.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.6% | -1.5% |
| 7D | -1.1% | +5.7% | -6.8% | -2.5% |
| 30D | +0.1% | +10.1% | -9.9% | -2.4% |
| 3M | +7.1% | +20.2% | -13.1% | +1.5% |
| 6M | +4.3% | +29.7% | -25.4% | -4.0% |
| YTD | -6.9% | +51.9% | -58.9% | -18.3% |
| 1Y | -10.3% | +66.0% | -76.3% | -23.8% |
| 3Y | +32.8% | +102.7% | -69.9% | +3.1% |
| 5Y | -41.5% | +138.9% | -180.3% | -58.0% |
| 10Y | +21.2% | +701.1% | -679.9% | -43.3% |
| All | +21.2% | +701.1% | -679.9% | -43.3% |
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