+134.6%
FCX vs DKS
+15.5%
+119.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | +3.1% | -2.9% | +6.0% | +3.8% |
| 30D | +8.1% | -37.7% | +45.8% | +20.5% |
| 3M | +18.9% | -38.9% | +57.9% | +32.9% |
| 6M | +26.6% | -31.1% | +57.7% | +36.1% |
| YTD | +51.2% | -31.8% | +83.0% | +62.6% |
| 1Y | +75.6% | -38.0% | +113.6% | +93.8% |
| 3Y | +101.7% | +28.6% | +73.1% | +75.2% |
| 5Y | +134.6% | +12.5% | +122.1% | +106.5% |
| All | +134.6% | +15.5% | +119.1% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling