+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 all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +1.0% |
| 7D | -4.9% | +0.4% | -5.3% | -5.1% |
| 30D | +4.8% | -3.6% | +8.4% | +6.6% |
| 3M | +4.6% | -1.0% | +5.6% | +4.7% |
| 6M | +10.8% | +6.3% | +4.5% | +5.9% |
| YTD | +44.2% | +14.7% | +29.5% | +32.1% |
| 1Y | +59.6% | +16.9% | +42.6% | +43.9% |
| 3Y | +82.2% | +56.8% | +25.5% | +35.9% |
| 5Y | +115.6% | +5.2% | +110.4% | +96.4% |
| 10Y | +670.6% | +35.9% | +634.7% | +450.0% |
| All | +1,015.5% | +1,365.5% | -350.0% | +226.3% |
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