+59.6%
FCX vs DAR
+104.4%
-44.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -4.9% | +1.4% | -6.2% | -5.0% |
| 30D | +4.8% | +12.8% | -8.0% | +2.6% |
| 3M | +4.6% | +7.4% | -2.7% | +3.3% |
| 6M | +10.8% | +22.3% | -11.4% | +5.2% |
| YTD | +44.2% | +81.1% | -36.9% | +26.3% |
| 1Y | +59.6% | +106.5% | -46.9% | +37.1% |
| All | +59.6% | +104.4% | -44.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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