+83.9%
FCX vs DE
+88.0%
-4.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -14.7% | +3.6% | -18.3% | -16.1% |
| 3M | -11.2% | +10.2% | -21.4% | -15.9% |
| 6M | -11.4% | +16.6% | -28.0% | -18.8% |
| YTD | +17.7% | +45.8% | -28.1% | -5.8% |
| 1Y | +47.5% | +43.9% | +3.6% | +18.3% |
| 3Y | +83.9% | +89.6% | -5.7% | +20.6% |
| All | +83.9% | +88.0% | -4.1% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling