+115.0%
FCX vs DLTR
+29.9%
+85.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -1.9% | -9.4% | +7.6% | -0.1% |
| 30D | +3.4% | -7.3% | +10.7% | +4.7% |
| 3M | +15.0% | +7.6% | +7.4% | +12.6% |
| 6M | +14.6% | +1.6% | +13.1% | +13.0% |
| YTD | +41.2% | -3.5% | +44.7% | +40.4% |
| 1Y | +60.4% | +20.0% | +40.3% | +52.0% |
| 3Y | +88.4% | +2.3% | +86.2% | +76.2% |
| 5Y | +115.0% | +31.5% | +83.5% | +99.6% |
| All | +115.0% | +29.9% | +85.2% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling