+72.2%
FCX vs DLR
+36.9%
+35.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.4% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | -18.0% | +1.2% | -19.2% | -18.3% |
| 3M | -14.3% | -4.8% | -9.5% | -12.5% |
| 6M | -1.7% | -6.1% | +4.4% | +0.6% |
| YTD | +19.8% | +19.3% | +0.5% | +10.6% |
| 1Y | +48.6% | +10.0% | +38.7% | +41.9% |
| 3Y | +85.8% | +53.8% | +32.0% | +52.1% |
| 5Y | +72.2% | +39.1% | +33.1% | +38.4% |
| All | +72.2% | +36.9% | +35.3% | +38.4% |
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