+1,685.4%
FCX vs DKS
+6,842.3%
-5,156.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.1% |
| 7D | -0.3% | +6.3% | -6.6% | -2.6% |
| 30D | -14.7% | +9.3% | -24.0% | -18.0% |
| 3M | -11.2% | -25.3% | +14.1% | -4.8% |
| 6M | -11.4% | -29.2% | +17.8% | -3.7% |
| YTD | +17.7% | -22.7% | +40.5% | +23.1% |
| 1Y | +47.5% | -30.1% | +77.6% | +60.0% |
| 3Y | +83.9% | +45.6% | +38.3% | +41.7% |
| 5Y | +54.0% | +28.5% | +25.5% | +15.1% |
| 10Y | +372.9% | +235.2% | +137.6% | +103.1% |
| All | +1,685.4% | +6,842.3% | -5,156.9% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling