+373.5%
FCX vs DG
+105.2%
+268.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -14.7% | +3.2% | -18.0% | -15.5% |
| 3M | -11.2% | +10.4% | -21.6% | -13.6% |
| 6M | -11.4% | +33.2% | -44.6% | -18.1% |
| YTD | +17.7% | +3.0% | +14.8% | +15.6% |
| 1Y | +47.5% | +31.2% | +16.3% | +36.2% |
| 3Y | +83.9% | +21.8% | +62.1% | +64.0% |
| 5Y | +54.0% | -35.0% | +88.9% | +68.4% |
| All | +373.5% | +105.2% | +268.3% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling