+57.1%
FCX vs D
+12.4%
+44.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +4.4% | -3.1% | +7.5% | +5.2% |
| 30D | -16.3% | +8.4% | -24.7% | -18.4% |
| 3M | -12.5% | +0.2% | -12.7% | -12.7% |
| 6M | -8.0% | +9.5% | -17.5% | -11.2% |
| YTD | +20.1% | +18.8% | +1.3% | +12.5% |
| 1Y | +45.9% | +14.7% | +31.2% | +38.1% |
| 3Y | +86.2% | +72.9% | +13.3% | +45.9% |
| 5Y | +57.1% | +13.1% | +44.0% | +45.9% |
| All | +57.1% | +12.4% | +44.7% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling