+724.1%
FCX vs DLR
+168.0%
+556.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +3.1% | +2.9% | +0.2% | +2.0% |
| 30D | +8.1% | -1.2% | +9.3% | +8.5% |
| 3M | +18.9% | +2.9% | +16.0% | +17.1% |
| 6M | +26.6% | +6.7% | +19.9% | +23.3% |
| YTD | +51.2% | +23.9% | +27.3% | +39.5% |
| 1Y | +75.6% | +18.6% | +56.9% | +64.4% |
| 3Y | +101.7% | +59.7% | +42.0% | +69.0% |
| 5Y | +134.6% | +42.1% | +92.6% | +98.9% |
| 10Y | +724.1% | +176.7% | +547.4% | +472.2% |
| All | +724.1% | +168.0% | +556.1% | +472.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling