+551.2%
FCX vs DOW
-15.9%
+567.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +3.1% | -6.0% | +9.1% | +7.4% |
| 30D | +8.1% | -2.7% | +10.9% | +9.6% |
| 3M | +18.9% | -10.5% | +29.4% | +25.7% |
| 6M | +26.6% | -12.4% | +39.0% | +29.5% |
| YTD | +51.2% | +30.0% | +21.1% | +12.0% |
| 1Y | +75.6% | +27.8% | +47.8% | +27.9% |
| 3Y | +101.7% | -34.9% | +136.6% | +146.9% |
| 5Y | +134.6% | -35.9% | +170.5% | +193.6% |
| All | +551.2% | -15.9% | +567.1% | +505.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling