+350.4%
FCX vs DBX
+22.6%
+327.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | -2.3% | +2.1% | -4.4% | -3.0% |
| 30D | +2.7% | +5.7% | -3.1% | +0.4% |
| 3M | +7.4% | +31.8% | -24.4% | -3.1% |
| 6M | +16.0% | +37.5% | -21.4% | +1.4% |
| YTD | +40.9% | +27.9% | +13.0% | +25.9% |
| 1Y | +56.4% | +15.0% | +41.4% | +44.4% |
| 3Y | +84.2% | +27.2% | +57.0% | +57.8% |
| 5Y | +114.6% | +12.8% | +101.8% | +86.7% |
| All | +350.4% | +22.6% | +327.8% | +216.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling