+102.7%
FCX vs DG
+10.3%
+92.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.0% | +9.4% | +5.6% |
| 7D | +5.7% | -2.5% | +8.2% | +5.9% |
| 30D | +10.1% | +1.0% | +9.0% | +9.9% |
| 3M | +20.2% | +20.3% | -0.1% | +18.1% |
| 6M | +29.7% | -11.7% | +41.4% | +30.9% |
| YTD | +51.9% | -2.3% | +54.3% | +52.5% |
| 1Y | +66.0% | +20.0% | +46.0% | +64.4% |
| 3Y | +102.7% | +7.2% | +95.5% | +102.2% |
| All | +102.7% | +10.3% | +92.4% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling