+75.6%
FCX vs DFNS
-98.3%
+173.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | +3.1% | +4.6% | -1.5% | +3.1% |
| 30D | +8.1% | -73.9% | +82.0% | +9.2% |
| 3M | +18.9% | -71.7% | +90.6% | +21.6% |
| 6M | +26.6% | -94.6% | +121.2% | +38.4% |
| YTD | +51.2% | -98.1% | +149.2% | +71.0% |
| 1Y | +75.6% | -98.3% | +173.9% | +87.5% |
| All | +75.6% | -98.3% | +173.8% | +87.5% |
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