+47.5%
FCX vs DKS
-30.6%
+78.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.3% |
| 7D | -0.3% | +6.3% | -6.6% | -1.0% |
| 30D | -14.7% | +9.3% | -24.0% | -15.7% |
| 3M | -11.2% | -25.3% | +14.1% | -6.8% |
| 6M | -11.4% | -29.2% | +17.8% | -6.1% |
| YTD | +17.7% | -22.7% | +40.5% | +20.0% |
| 1Y | +47.5% | -30.1% | +77.6% | +55.9% |
| All | +47.5% | -30.6% | +78.1% | +55.9% |
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 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