+1,015.5%
FCX vs DD
+674.0%
+341.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | 0.0% |
| 7D | -4.9% | -3.5% | -1.4% | -2.5% |
| 30D | +4.8% | -10.3% | +15.1% | +12.6% |
| 3M | +4.6% | -7.5% | +12.2% | +10.5% |
| 6M | +10.8% | -8.0% | +18.8% | +17.7% |
| YTD | +44.2% | +10.5% | +33.8% | +35.0% |
| 1Y | +59.6% | +38.3% | +21.3% | +27.6% |
| 3Y | +82.2% | +42.5% | +39.8% | +41.6% |
| 5Y | +115.6% | +60.2% | +55.5% | +56.5% |
| 10Y | +670.6% | +68.9% | +601.7% | +436.1% |
| All | +1,015.5% | +674.0% | +341.5% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling