+138.9%
FCX vs DLR
+35.6%
+103.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.1% |
| 7D | +5.7% | +3.4% | +2.3% | +4.2% |
| 30D | +10.1% | -2.2% | +12.3% | +10.9% |
| 3M | +20.2% | +4.7% | +15.4% | +17.1% |
| 6M | +29.7% | +9.0% | +20.7% | +24.5% |
| YTD | +51.9% | +24.1% | +27.8% | +38.0% |
| 1Y | +66.0% | +20.9% | +45.0% | +52.2% |
| 3Y | +102.7% | +60.0% | +42.7% | +64.1% |
| 5Y | +138.9% | +35.3% | +103.6% | +86.0% |
| All | +138.9% | +35.6% | +103.2% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling