+661.8%
FCX vs DAL
+141.2%
+520.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.7% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +4.8% | -13.9% | +18.7% | +12.8% |
| 3M | +4.6% | +1.1% | +3.5% | +3.3% |
| 6M | +10.8% | +26.2% | -15.4% | -2.7% |
| YTD | +44.2% | +16.4% | +27.8% | +30.6% |
| 1Y | +59.6% | +33.9% | +25.7% | +34.0% |
| 3Y | +82.2% | +93.4% | -11.1% | +18.6% |
| 5Y | +115.6% | +106.4% | +9.3% | +28.5% |
| All | +661.8% | +141.2% | +520.7% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling