-11.4%
FCX vs DE
+15.1%
-26.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -14.7% | +3.6% | -18.3% | -15.5% |
| 3M | -11.2% | +10.2% | -21.4% | -14.9% |
| 6M | -11.4% | +16.6% | -28.0% | -19.3% |
| All | -11.4% | +15.1% | -26.4% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling