+47.5%
FCX vs DFNS
-99.7%
+147.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -2.0% |
| 7D | -0.3% | -6.0% | +5.7% | -0.3% |
| 30D | -14.7% | -71.2% | +56.5% | -14.2% |
| 3M | -11.2% | -94.5% | +83.4% | -9.9% |
| 6M | -11.4% | -96.5% | +85.2% | -8.1% |
| YTD | +17.7% | -99.6% | +117.3% | +22.7% |
| 1Y | +47.5% | -99.7% | +147.2% | +54.2% |
| All | +47.5% | -99.7% | +147.2% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling