+60.3%
FCX vs DKS
-29.5%
+89.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +0.5% |
| 7D | -6.0% | +8.4% | -14.4% | -6.9% |
| 30D | -13.6% | +7.7% | -21.3% | -14.4% |
| 3M | -6.8% | -25.8% | +19.0% | -2.1% |
| 6M | +13.2% | -31.0% | +44.2% | +20.8% |
| YTD | +24.4% | -23.8% | +48.2% | +26.7% |
| 1Y | +60.3% | -29.8% | +90.1% | +68.1% |
| All | +60.3% | -29.5% | +89.8% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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