+724.1%
FCX vs DAR
+364.6%
+359.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | +8.1% | +7.4% | +0.7% | +3.2% |
| 3M | +18.9% | +15.7% | +3.3% | +7.8% |
| 6M | +26.6% | +30.0% | -3.4% | +6.5% |
| YTD | +51.2% | +87.5% | -36.4% | +3.2% |
| 1Y | +75.6% | +113.4% | -37.8% | +9.5% |
| 3Y | +101.7% | +15.3% | +86.4% | +68.2% |
| 5Y | +134.6% | -4.3% | +139.0% | +111.2% |
| 10Y | +724.1% | +380.2% | +344.0% | +148.5% |
| All | +724.1% | +364.6% | +359.5% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling