+149.8%
FCX vs DG
+606.1%
-456.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -4.9% | +8.4% | -13.3% | -6.8% |
| 30D | +4.8% | +4.9% | -0.1% | +3.4% |
| 3M | +4.6% | +29.3% | -24.7% | -2.7% |
| 6M | +10.8% | -11.3% | +22.1% | +13.3% |
| YTD | +44.2% | +1.8% | +42.5% | +42.3% |
| 1Y | +59.6% | +25.3% | +34.2% | +48.4% |
| 3Y | +82.2% | +9.1% | +73.2% | +67.1% |
| 5Y | +115.6% | -34.9% | +150.5% | +128.8% |
| 10Y | +670.6% | +108.2% | +562.4% | +450.2% |
| All | +149.8% | +606.1% | -456.3% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling