-11.4%
FCX vs DKS
-30.7%
+19.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.1% |
| 7D | -0.3% | +6.3% | -6.6% | -0.5% |
| 30D | -14.7% | +9.3% | -24.0% | -14.9% |
| 3M | -11.2% | -25.3% | +14.1% | -9.4% |
| 6M | -11.4% | -29.2% | +17.8% | -9.2% |
| All | -11.4% | -30.7% | +19.3% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling