+7.7%
DIS vs FCX
+54.2%
-46.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +1.6% |
| 7D | +5.3% | -1.0% | +6.3% | +5.4% |
| 30D | +10.2% | -15.2% | +25.5% | +11.6% |
| 3M | +13.5% | -10.3% | +23.8% | +14.2% |
| 6M | +11.1% | +1.6% | +9.6% | +9.5% |
| YTD | +5.5% | +23.9% | -18.4% | -2.8% |
| All | +7.7% | +54.2% | -46.6% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling