+477.2%
FCX vs DLR
+3,477.6%
-3,000.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | -0.8% | -2.0% | +1.3% | +0.3% |
| 30D | -15.1% | +0.5% | -15.6% | -15.2% |
| 3M | -9.6% | -4.4% | -5.2% | -7.7% |
| 6M | -3.1% | -6.4% | +3.4% | -0.6% |
| YTD | +23.4% | +19.5% | +4.0% | +12.9% |
| 1Y | +52.7% | +10.5% | +42.1% | +44.7% |
| 3Y | +91.4% | +54.0% | +37.4% | +52.5% |
| 5Y | +62.7% | +39.7% | +23.0% | +31.6% |
| 10Y | +395.9% | +189.5% | +206.3% | +153.3% |
| All | +477.2% | +3,477.6% | -3,000.4% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling