+98.6%
FCX vs DKS
+26.6%
+72.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.9% | +10.2% | +6.6% |
| 7D | +5.7% | -0.4% | +6.2% | +5.7% |
| 30D | +10.1% | -36.6% | +46.7% | +22.3% |
| 3M | +20.2% | -37.6% | +57.8% | +33.8% |
| 6M | +29.7% | -32.1% | +61.7% | +39.9% |
| YTD | +51.9% | -32.3% | +84.3% | +63.6% |
| 1Y | +66.0% | -39.5% | +105.5% | +84.9% |
| All | +98.6% | +26.6% | +72.0% | +54.0% |
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