+61.5%
FCX vs D
+12.5%
+49.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | -4.9% | +3.0% | -7.9% | -5.6% |
| 30D | -17.1% | +11.5% | -28.6% | -19.7% |
| 3M | -12.7% | +3.7% | -16.4% | -13.7% |
| 6M | -2.0% | +13.5% | -15.5% | -6.2% |
| YTD | +18.1% | +20.7% | -2.6% | +10.3% |
| 1Y | +55.2% | +18.2% | +36.9% | +45.6% |
| 3Y | +74.3% | +73.3% | +1.0% | +37.6% |
| All | +61.5% | +12.5% | +49.0% | +52.2% |
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