+85.8%
FCX vs DAL
+183.7%
-97.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.4% |
| 7D | -2.4% | +10.7% | -13.1% | -6.6% |
| 30D | -18.0% | +12.5% | -30.5% | -22.2% |
| 3M | -14.3% | +3.6% | -17.9% | -16.0% |
| 6M | -1.7% | +26.7% | -28.5% | -12.5% |
| YTD | +19.8% | +34.3% | -14.4% | +3.0% |
| 1Y | +48.6% | +59.1% | -10.5% | +18.1% |
| 3Y | +85.8% | +179.9% | -94.0% | -0.9% |
| All | +85.8% | +183.7% | -97.9% | -0.9% |
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