+115.8%
FCX vs DE
+97.2%
+18.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.3% | -2.6% | +0.3% | -0.8% |
| 30D | +2.7% | +9.0% | -6.4% | -3.2% |
| 3M | +7.4% | +19.1% | -11.8% | -4.9% |
| 6M | +16.0% | +14.4% | +1.6% | +5.1% |
| YTD | +40.9% | +45.9% | -5.0% | +7.0% |
| 1Y | +56.4% | +43.6% | +12.8% | +19.2% |
| 3Y | +84.2% | +75.9% | +8.3% | +18.4% |
| All | +115.8% | +97.2% | +18.6% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling