+612.2%
FCX vs DE
+863.9%
-251.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | -2.3% | -2.6% | +0.3% | -0.4% |
| 30D | +2.7% | +9.0% | -6.4% | -4.8% |
| 3M | +7.4% | +19.1% | -11.8% | -8.1% |
| 6M | +16.0% | +14.4% | +1.6% | +2.1% |
| YTD | +40.9% | +45.9% | -5.0% | -0.6% |
| 1Y | +56.4% | +43.6% | +12.8% | +10.8% |
| 3Y | +84.2% | +75.9% | +8.3% | +5.7% |
| 5Y | +114.6% | +98.8% | +15.9% | +5.7% |
| All | +612.2% | +863.9% | -251.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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