+613.6%
FCX vs DKS
+199.2%
+414.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.5% |
| 7D | -1.9% | -4.7% | +2.9% | -0.4% |
| 30D | +3.4% | -35.1% | +38.5% | +16.0% |
| 3M | +15.0% | -37.7% | +52.7% | +30.4% |
| 6M | +14.6% | -30.7% | +45.4% | +24.9% |
| YTD | +41.2% | -31.9% | +73.1% | +54.3% |
| 1Y | +60.4% | -40.0% | +100.4% | +82.5% |
| 3Y | +88.4% | +28.4% | +60.0% | +56.6% |
| 5Y | +115.0% | +12.4% | +102.6% | +74.3% |
| All | +613.6% | +199.2% | +414.4% | +223.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling