+505.4%
FCX vs DFNS
-99.9%
+605.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.3% |
| 7D | +5.7% | +0.8% | +4.9% | +5.7% |
| 30D | +10.1% | -73.2% | +83.3% | +10.1% |
| 3M | +20.2% | -72.4% | +92.6% | +20.0% |
| 6M | +29.7% | -95.2% | +124.9% | +29.5% |
| YTD | +51.9% | -98.0% | +149.9% | +51.7% |
| 1Y | +66.0% | -98.3% | +164.2% | +65.7% |
| 3Y | +102.7% | -99.9% | +202.6% | +101.0% |
| 5Y | +138.9% | -99.9% | +238.7% | +135.5% |
| All | +505.4% | -99.9% | +605.2% | +536.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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