+83.9%
FCX vs DKS
+44.7%
+39.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.7% |
| 7D | -0.3% | +6.3% | -6.6% | -1.8% |
| 30D | -14.7% | +9.3% | -24.0% | -16.8% |
| 3M | -11.2% | -25.3% | +14.1% | -5.9% |
| 6M | -11.4% | -29.2% | +17.8% | -5.0% |
| YTD | +17.7% | -22.7% | +40.5% | +22.1% |
| 1Y | +47.5% | -30.1% | +77.6% | +57.9% |
| 3Y | +83.9% | +45.6% | +38.3% | +29.7% |
| All | +83.9% | +44.7% | +39.2% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling