+1,015.5%
FCX vs DAR
+769.2%
+246.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -4.9% | +1.4% | -6.2% | -5.1% |
| 30D | +4.8% | +12.8% | -8.0% | +2.7% |
| 3M | +4.6% | +7.4% | -2.7% | +3.1% |
| 6M | +10.8% | +22.3% | -11.4% | +6.9% |
| YTD | +44.2% | +81.1% | -36.9% | +31.2% |
| 1Y | +59.6% | +106.5% | -46.9% | +41.9% |
| 3Y | +82.2% | +5.3% | +76.9% | +76.8% |
| 5Y | +115.6% | -11.5% | +127.2% | +114.9% |
| 10Y | +670.6% | +353.3% | +317.2% | +533.5% |
| All | +1,015.5% | +769.2% | +246.3% | +691.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling