+138.9%
FCX vs DD
+61.7%
+77.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.6% | +5.5% |
| 7D | +5.7% | -0.6% | +6.3% | +6.3% |
| 30D | +10.1% | -7.4% | +17.5% | +17.1% |
| 3M | +20.2% | -6.4% | +26.6% | +27.0% |
| 6M | +29.7% | -2.5% | +32.1% | +32.5% |
| YTD | +51.9% | +10.2% | +41.7% | +39.7% |
| 1Y | +66.0% | +36.9% | +29.0% | +26.2% |
| 3Y | +102.7% | +47.0% | +55.7% | +42.3% |
| 5Y | +138.9% | +63.1% | +75.7% | +46.8% |
| All | +138.9% | +61.7% | +77.1% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling