+485.6%
FCX vs DECK
+874.1%
-388.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | -4.9% | +5.8% | -10.6% | -6.9% |
| 30D | -17.1% | +7.9% | -25.0% | -19.6% |
| 3M | -12.7% | -11.4% | -1.3% | -9.1% |
| 6M | -2.0% | -16.6% | +14.6% | +3.4% |
| YTD | +18.1% | -16.4% | +34.4% | +22.0% |
| 1Y | +55.2% | +8.6% | +46.5% | +43.9% |
| 3Y | +74.3% | -15.1% | +89.4% | +59.7% |
| 5Y | +71.9% | +22.9% | +49.0% | +25.9% |
| All | +485.6% | +874.1% | -388.5% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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