+1,015.5%
FCX vs DRI
+6,269.0%
-5,253.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | -4.9% | +0.6% | -5.4% | -5.1% |
| 30D | +4.8% | +3.8% | +1.0% | +3.3% |
| 3M | +4.6% | +13.0% | -8.4% | -0.3% |
| 6M | +10.8% | +8.3% | +2.5% | +6.9% |
| YTD | +44.2% | +20.6% | +23.6% | +33.4% |
| 1Y | +59.6% | +6.5% | +53.1% | +53.8% |
| 3Y | +82.2% | +53.7% | +28.5% | +51.5% |
| 5Y | +115.6% | +72.7% | +42.9% | +70.7% |
| 10Y | +670.6% | +363.2% | +307.4% | +317.9% |
| All | +1,015.5% | +6,269.0% | -5,253.5% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling