+60.3%
FCX vs DBX
+22.5%
+37.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -1.9% | +2.0% |
| 7D | -6.0% | -1.1% | -4.9% | -6.3% |
| 30D | -13.6% | +5.0% | -18.6% | -12.6% |
| 3M | -6.8% | +4.6% | -11.4% | -5.4% |
| 6M | +13.2% | +43.9% | -30.8% | +21.3% |
| YTD | +24.4% | +29.9% | -5.5% | +33.9% |
| 1Y | +60.3% | +24.6% | +35.7% | +71.9% |
| All | +60.3% | +22.5% | +37.7% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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