+61.5%
FCX vs DRI
+74.0%
-12.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | -4.9% | +2.8% | -7.7% | -6.0% |
| 30D | -17.1% | +13.3% | -30.4% | -21.4% |
| 3M | -12.7% | +8.2% | -20.8% | -15.9% |
| 6M | -2.0% | +17.5% | -19.5% | -9.5% |
| YTD | +18.1% | +26.9% | -8.8% | +4.3% |
| 1Y | +55.2% | +31.6% | +23.6% | +34.4% |
| 3Y | +74.3% | +67.0% | +7.4% | +28.9% |
| All | +61.5% | +74.0% | -12.5% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling