+47.5%
FCX vs DG
+31.9%
+15.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -14.7% | +3.2% | -18.0% | -14.9% |
| 3M | -11.2% | +10.4% | -21.6% | -12.0% |
| 6M | -11.4% | +33.2% | -44.6% | -16.0% |
| YTD | +17.7% | +3.0% | +14.8% | +22.4% |
| 1Y | +47.5% | +31.2% | +16.3% | +51.5% |
| All | +47.5% | +31.9% | +15.6% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling