+479.1%
FCX vs DLR
+3,457.3%
-2,978.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.5% | +3.3% |
| 7D | -1.0% | +2.4% | -3.4% | -2.0% |
| 30D | -15.2% | +0.7% | -16.0% | -15.4% |
| 3M | -10.3% | -6.4% | -3.8% | -7.5% |
| 6M | +1.6% | -6.5% | +8.1% | +4.2% |
| YTD | +23.9% | +18.8% | +5.1% | +13.6% |
| 1Y | +58.0% | +9.0% | +49.0% | +50.8% |
| 3Y | +94.6% | +54.5% | +40.1% | +54.8% |
| 5Y | +70.4% | +35.8% | +34.5% | +39.6% |
| 10Y | +430.7% | +177.5% | +253.2% | +176.8% |
| All | +479.1% | +3,457.3% | -2,978.1% | -10.3% |
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