+85.3%
FCX vs DECK
-3.0%
+88.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.1% |
| 7D | -4.9% | -2.2% | -2.6% | -4.4% |
| 30D | +4.8% | -13.6% | +18.4% | +7.9% |
| 3M | +4.6% | -21.2% | +25.9% | +9.5% |
| 6M | +10.8% | -21.1% | +31.9% | +15.6% |
| YTD | +44.2% | -17.2% | +61.4% | +48.0% |
| 1Y | +59.6% | -30.7% | +90.3% | +69.7% |
| All | +85.3% | -3.0% | +88.3% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling