+102.7%
FCX vs DOW
-35.3%
+138.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.2% |
| 7D | +5.7% | -2.9% | +8.6% | +6.8% |
| 30D | +10.1% | +2.0% | +8.1% | +9.0% |
| 3M | +20.2% | -12.5% | +32.7% | +25.4% |
| 6M | +29.7% | -9.2% | +38.9% | +28.6% |
| YTD | +51.9% | +30.8% | +21.2% | +23.0% |
| 1Y | +66.0% | +29.4% | +36.6% | +33.1% |
| 3Y | +102.7% | -34.6% | +137.3% | +171.4% |
| All | +102.7% | -35.3% | +138.0% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling