+1,015.5%
FCX vs DECK
+16,598.2%
-15,582.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | 0.0% |
| 7D | -4.9% | -2.2% | -2.6% | -4.5% |
| 30D | +4.8% | -13.6% | +18.4% | +7.2% |
| 3M | +4.6% | -21.2% | +25.9% | +8.3% |
| 6M | +10.8% | -21.1% | +31.9% | +14.7% |
| YTD | +44.2% | -17.2% | +61.4% | +47.0% |
| 1Y | +59.6% | -30.7% | +90.3% | +66.7% |
| 3Y | +82.2% | -3.4% | +85.6% | +76.6% |
| 5Y | +115.6% | +25.5% | +90.1% | +98.3% |
| 10Y | +670.6% | +714.7% | -44.1% | +449.4% |
| All | +1,015.5% | +16,598.2% | -15,582.7% | +618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling