+574.3%
FCX vs DLR
+3,595.6%
-3,021.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -4.9% | +1.6% | -6.4% | -5.6% |
| 30D | +4.8% | -3.4% | +8.2% | +6.3% |
| 3M | +4.6% | +0.5% | +4.1% | +3.6% |
| 6M | +10.8% | +4.6% | +6.3% | +8.0% |
| YTD | +44.2% | +23.4% | +20.8% | +29.8% |
| 1Y | +59.6% | +19.0% | +40.5% | +45.8% |
| 3Y | +82.2% | +56.5% | +25.7% | +43.7% |
| 5Y | +115.6% | +33.3% | +82.3% | +77.5% |
| 10Y | +670.6% | +165.1% | +505.4% | +311.8% |
| All | +574.3% | +3,595.6% | -3,021.4% | +2.5% |
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