+724.2%
FCX vs DRI
+348.4%
+375.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | +3.1% | -4.8% | +7.9% | +5.7% |
| 30D | +8.1% | -3.9% | +12.0% | +10.1% |
| 3M | +18.9% | +5.1% | +13.9% | +15.3% |
| 6M | +26.6% | +5.5% | +21.1% | +21.7% |
| YTD | +51.2% | +16.5% | +34.7% | +37.2% |
| 1Y | +75.6% | +2.0% | +73.6% | +69.8% |
| 3Y | +101.7% | +54.5% | +47.2% | +52.1% |
| 5Y | +134.6% | +66.6% | +68.0% | +67.0% |
| 10Y | +724.2% | +353.6% | +370.5% | +166.8% |
| All | +724.2% | +348.4% | +375.7% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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