+782.6%
DIS vs FCX
+847.1%
-64.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.9% |
| 7D | +5.2% | -4.9% | +10.1% | +6.2% |
| 30D | +11.5% | -17.1% | +28.6% | +15.3% |
| 3M | +11.5% | -12.7% | +24.2% | +13.8% |
| 6M | +8.9% | -2.0% | +10.8% | +7.8% |
| YTD | +3.4% | +18.1% | -14.7% | -2.1% |
| 1Y | +7.2% | +55.2% | -48.0% | -3.9% |
| 3Y | +43.3% | +74.3% | -31.0% | +21.8% |
| 5Y | -31.4% | +71.9% | -103.3% | -42.8% |
| 10Y | +37.1% | +498.4% | -461.3% | -16.7% |
| All | +782.6% | +847.1% | -64.6% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling