+84.2%
FCX vs DGX
+96.4%
-12.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -2.3% | -0.9% | -1.4% | -2.1% |
| 30D | +2.7% | -1.2% | +3.8% | +3.0% |
| 3M | +7.4% | +15.8% | -8.4% | +4.8% |
| 6M | +16.0% | +18.2% | -2.2% | +12.7% |
| YTD | +40.9% | +37.2% | +3.7% | +32.6% |
| 1Y | +56.4% | +30.4% | +26.1% | +48.6% |
| 3Y | +84.2% | +96.7% | -12.5% | +55.0% |
| All | +84.2% | +96.4% | -12.2% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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