+45.3%
FCX vs DECK
+10.4%
+34.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.5% | -6.0% | -7.3% |
| 7D | -12.5% | +6.0% | -18.5% | -13.0% |
| 30D | -20.0% | +7.4% | -27.5% | -20.7% |
| 3M | -16.4% | -11.7% | -4.7% | -15.3% |
| 6M | +0.8% | -11.0% | +11.8% | +1.9% |
| YTD | +15.1% | -15.4% | +30.4% | +18.6% |
| 1Y | +45.3% | +7.2% | +38.1% | +35.3% |
| All | +45.3% | +10.4% | +34.9% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling