+1,015.5%
FCX vs DLTR
+7,092.6%
-6,077.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -4.9% | +2.5% | -7.3% | -5.3% |
| 30D | +4.8% | +2.1% | +2.7% | +4.3% |
| 3M | +4.6% | +20.3% | -15.7% | +0.7% |
| 6M | +10.8% | +11.5% | -0.7% | +7.7% |
| YTD | +44.2% | +6.8% | +37.4% | +41.0% |
| 1Y | +59.6% | +31.1% | +28.5% | +49.9% |
| 3Y | +82.2% | +10.7% | +71.6% | +71.7% |
| 5Y | +115.6% | +41.6% | +74.0% | +90.5% |
| 10Y | +670.6% | +58.1% | +612.4% | +558.1% |
| All | +1,015.5% | +7,092.6% | -6,077.1% | +457.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling