+60.3%
FCX vs DLTR
+45.2%
+15.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.6% | -8.3% | +0.2% |
| 7D | -6.0% | +15.6% | -21.6% | -7.6% |
| 30D | -13.6% | +29.9% | -43.5% | -16.6% |
| 3M | -6.8% | +12.5% | -19.2% | -8.2% |
| 6M | +13.2% | +56.3% | -43.1% | +1.6% |
| YTD | +24.4% | +19.5% | +4.9% | +21.2% |
| 1Y | +60.3% | +44.0% | +16.3% | +42.5% |
| All | +60.3% | +45.2% | +15.1% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling