+61.5%
FCX vs DFNS
-100.0%
+161.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -12.2% | +14.9% | +2.6% |
| 7D | -4.9% | -44.0% | +39.1% | -4.8% |
| 30D | -17.1% | -69.1% | +52.0% | -17.1% |
| 3M | -12.7% | -95.6% | +83.0% | -12.5% |
| 6M | -2.0% | -96.2% | +94.2% | -2.0% |
| YTD | +18.1% | -99.6% | +117.7% | +18.0% |
| 1Y | +55.2% | -99.7% | +154.9% | +55.0% |
| 3Y | +74.3% | -100.0% | +174.3% | +70.6% |
| All | +61.5% | -100.0% | +161.4% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling