+143.6%
FCX vs DAL
+368.9%
-225.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.5% | +2.0% |
| 7D | -4.9% | +8.8% | -13.7% | -7.3% |
| 30D | -17.1% | +5.4% | -22.5% | -18.6% |
| 3M | -12.7% | -4.9% | -7.7% | -11.6% |
| 6M | -2.0% | +19.8% | -21.8% | -7.9% |
| YTD | +18.1% | +27.0% | -8.9% | +8.4% |
| 1Y | +55.2% | +52.5% | +2.7% | +34.7% |
| 3Y | +74.3% | +173.8% | -99.5% | +24.1% |
| 5Y | +71.9% | +104.5% | -32.7% | +31.1% |
| 10Y | +498.4% | +129.7% | +368.6% | +330.5% |
| All | +143.6% | +368.9% | -225.3% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling