+373.5%
FCX vs DLR
+188.2%
+185.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | -0.3% | +3.3% | -3.6% | -1.5% |
| 30D | -14.7% | +4.6% | -19.3% | -16.1% |
| 3M | -11.2% | -8.3% | -2.9% | -8.3% |
| 6M | -11.4% | -5.6% | -5.8% | -9.8% |
| YTD | +17.7% | +18.7% | -1.0% | +10.5% |
| 1Y | +47.5% | +17.1% | +30.4% | +39.0% |
| 3Y | +83.9% | +54.4% | +29.5% | +56.5% |
| 5Y | +54.0% | +36.5% | +17.5% | +32.7% |
| All | +373.5% | +188.2% | +185.4% | +258.9% |
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