+827.0%
FCX vs D
+1,421.8%
-594.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -2.4% | +2.4% | -4.7% | -3.6% |
| 30D | -18.0% | +10.9% | -28.9% | -22.7% |
| 3M | -14.3% | +2.8% | -17.1% | -16.1% |
| 6M | -1.7% | +12.7% | -14.4% | -9.1% |
| YTD | +19.8% | +20.3% | -0.5% | +6.5% |
| 1Y | +48.6% | +17.1% | +31.5% | +33.6% |
| 3Y | +85.8% | +75.1% | +10.7% | +30.4% |
| 5Y | +72.2% | +13.1% | +59.1% | +50.8% |
| 10Y | +386.3% | +48.3% | +338.0% | +228.2% |
| All | +827.0% | +1,421.8% | -594.8% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling