+613.6%
FCX vs DD
+67.0%
+546.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.2% |
| 7D | -1.9% | -2.9% | +1.0% | +0.6% |
| 30D | +3.4% | -11.5% | +14.9% | +14.4% |
| 3M | +15.0% | -5.4% | +20.4% | +20.5% |
| 6M | +14.6% | -6.9% | +21.6% | +21.7% |
| YTD | +41.2% | +6.9% | +34.3% | +33.0% |
| 1Y | +60.4% | +35.6% | +24.7% | +22.3% |
| 3Y | +88.4% | +42.5% | +45.9% | +34.8% |
| 5Y | +115.0% | +58.5% | +56.6% | +39.4% |
| All | +613.6% | +67.0% | +546.6% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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