-10.3%
DIS vs FCX
+66.4%
-76.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.6% | -0.7% |
| 7D | -1.1% | +5.7% | -6.8% | -1.5% |
| 30D | +0.1% | +10.1% | -9.9% | -0.6% |
| 3M | +7.1% | +20.2% | -13.1% | +5.4% |
| 6M | +4.3% | +29.7% | -25.4% | +1.5% |
| YTD | -6.9% | +51.9% | -58.9% | -10.7% |
| 1Y | -10.3% | +66.0% | -76.3% | -15.3% |
| All | -10.3% | +66.4% | -76.8% | -15.3% |
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 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