+74.3%
FCX vs DAL
+168.1%
-93.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.5% | +1.7% |
| 7D | -4.9% | +8.8% | -13.7% | -8.3% |
| 30D | -17.1% | +5.4% | -22.5% | -19.1% |
| 3M | -12.7% | -4.9% | -7.7% | -11.1% |
| 6M | -2.0% | +19.8% | -21.8% | -10.5% |
| YTD | +18.1% | +27.0% | -8.9% | +4.0% |
| 1Y | +55.2% | +52.5% | +2.7% | +25.8% |
| 3Y | +74.3% | +173.8% | -99.5% | -9.0% |
| All | +74.3% | +168.1% | -93.7% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling