+98.6%
FCX vs BIDU
-33.5%
+132.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -7.0% | +12.3% | +7.6% |
| 7D | +5.7% | -2.4% | +8.2% | +6.2% |
| 30D | +10.1% | -15.6% | +25.7% | +15.7% |
| 3M | +20.2% | -22.3% | +42.5% | +29.1% |
| 6M | +29.7% | -22.3% | +51.9% | +38.8% |
| YTD | +51.9% | -29.2% | +81.1% | +66.5% |
| 1Y | +66.0% | -14.8% | +80.8% | +64.9% |
| All | +98.6% | -33.5% | +132.1% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 3y: compounded portfolio wealth divided by compounded BIDU 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…
3y analysis · Full analysis span regression · 6 months rolling