+1,015.5%
FCX vs DE
+8,078.5%
-7,063.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -4.9% | +10.0% | -14.9% | -10.9% |
| 30D | +4.8% | +13.3% | -8.5% | -4.0% |
| 3M | +4.6% | +17.5% | -12.9% | -6.9% |
| 6M | +10.8% | +13.6% | -2.7% | +0.5% |
| YTD | +44.2% | +49.8% | -5.6% | +7.2% |
| 1Y | +59.6% | +47.9% | +11.7% | +18.9% |
| 3Y | +82.2% | +72.5% | +9.7% | +20.2% |
| 5Y | +115.6% | +90.2% | +25.4% | +31.3% |
| 10Y | +670.6% | +865.4% | -194.8% | +71.8% |
| All | +1,015.5% | +8,078.5% | -7,063.0% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling