+470.7%
FCX vs DECK
+885.7%
-415.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.5% | -6.0% | -6.9% |
| 7D | -12.5% | +6.0% | -18.5% | -14.4% |
| 30D | -20.0% | +7.4% | -27.5% | -22.3% |
| 3M | -16.4% | -11.7% | -4.7% | -12.9% |
| 6M | +0.8% | -11.0% | +11.8% | +3.8% |
| YTD | +15.1% | -15.4% | +30.4% | +18.3% |
| 1Y | +45.3% | +7.2% | +38.1% | +35.6% |
| 3Y | +70.9% | -11.8% | +82.8% | +54.1% |
| 5Y | +67.5% | +24.3% | +43.2% | +22.1% |
| All | +470.7% | +885.7% | -415.0% | +64.8% |
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