+386.3%
FCX vs DAL
+128.3%
+258.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.5% |
| 7D | -2.4% | +10.7% | -13.1% | -7.2% |
| 30D | -18.0% | +12.5% | -30.5% | -22.9% |
| 3M | -14.3% | +3.6% | -17.9% | -16.3% |
| 6M | -1.7% | +26.7% | -28.5% | -14.0% |
| YTD | +19.8% | +34.3% | -14.4% | +0.7% |
| 1Y | +48.6% | +59.1% | -10.5% | +14.4% |
| 3Y | +85.8% | +179.9% | -94.0% | +0.2% |
| 5Y | +72.2% | +119.1% | -46.9% | +0.9% |
| 10Y | +386.3% | +125.6% | +260.7% | +187.5% |
| All | +386.3% | +128.3% | +258.0% | +187.5% |
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