+83.7%
FCX vs DECK
-11.0%
+94.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.0% | -4.6% | +0.1% |
| 7D | -6.0% | +10.4% | -16.4% | -7.9% |
| 30D | -13.6% | +11.1% | -24.7% | -15.5% |
| 3M | -6.8% | -10.8% | +4.0% | -4.8% |
| 6M | +13.2% | -8.7% | +21.9% | +14.5% |
| YTD | +24.4% | -14.0% | +38.4% | +26.5% |
| 1Y | +60.3% | +12.0% | +48.2% | +52.5% |
| All | +83.7% | -11.0% | +94.6% | +87.3% |
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 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