+2,087.2%
FCX vs DKS
+6,292.4%
-4,205.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -4.9% | +3.0% | -7.9% | -5.9% |
| 30D | +4.8% | -30.5% | +35.3% | +16.4% |
| 3M | +4.6% | -35.7% | +40.3% | +19.3% |
| 6M | +10.8% | -29.7% | +40.5% | +21.5% |
| YTD | +44.2% | -28.9% | +73.1% | +56.9% |
| 1Y | +59.6% | -35.9% | +95.4% | +80.0% |
| 3Y | +82.2% | +28.2% | +54.1% | +48.5% |
| 5Y | +115.6% | +11.8% | +103.8% | +71.1% |
| 10Y | +670.6% | +211.6% | +458.9% | +242.5% |
| All | +2,087.2% | +6,292.4% | -4,205.2% | +317.5% |
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