+1,015.5%
FCX vs D
+1,365.5%
-350.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.5% |
| 7D | -4.9% | +1.5% | -6.3% | -5.6% |
| 30D | +4.8% | -2.6% | +7.4% | +6.1% |
| 3M | +4.6% | 0.0% | +4.6% | +4.1% |
| 6M | +10.8% | +7.4% | +3.5% | +5.3% |
| YTD | +44.2% | +15.9% | +28.4% | +31.4% |
| 1Y | +59.6% | +18.1% | +41.4% | +43.2% |
| 3Y | +82.2% | +58.4% | +23.9% | +35.2% |
| 5Y | +115.6% | +5.2% | +110.4% | +96.5% |
| 10Y | +670.6% | +35.9% | +634.7% | +450.3% |
| All | +1,015.5% | +1,365.5% | -350.0% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling