+55.2%
FCX vs DAL
+52.2%
+3.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.5% | +1.8% |
| 7D | -4.9% | +8.8% | -13.7% | -7.9% |
| 30D | -17.1% | +5.4% | -22.5% | -18.8% |
| 3M | -12.7% | -4.9% | -7.7% | -11.0% |
| 6M | -2.0% | +19.8% | -21.8% | -10.2% |
| YTD | +18.1% | +27.0% | -8.9% | +3.4% |
| 1Y | +55.2% | +52.5% | +2.7% | +23.0% |
| All | +55.2% | +52.2% | +3.0% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling