+393.5%
FCX vs DFNS
-100.0%
+493.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.0% | +7.9% | +4.9% |
| 7D | -1.0% | -42.8% | +41.8% | -1.0% |
| 30D | -15.2% | -67.6% | +52.3% | -15.2% |
| 3M | -10.3% | -94.9% | +84.6% | -10.1% |
| 6M | +1.6% | -96.7% | +98.3% | +1.5% |
| YTD | +23.9% | -99.6% | +123.5% | +23.8% |
| 1Y | +58.0% | -99.7% | +157.8% | +57.9% |
| 3Y | +94.6% | -100.0% | +194.6% | +93.2% |
| 5Y | +70.4% | -100.0% | +170.3% | +68.3% |
| All | +393.5% | -100.0% | +493.5% | +419.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling