+90.2%
FCX vs DFNS
-99.9%
+190.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -4.9% | -16.0% | +11.1% | -4.9% |
| 30D | +4.8% | -77.7% | +82.5% | +4.9% |
| 3M | +4.6% | -77.2% | +81.8% | +4.4% |
| 6M | +10.8% | -95.2% | +106.0% | +10.6% |
| YTD | +44.2% | -98.0% | +142.2% | +44.0% |
| 1Y | +59.6% | -98.3% | +157.8% | +59.3% |
| All | +90.2% | -99.9% | +190.1% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling