+858.0%
FCX vs DRI
+6,702.4%
-5,844.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.4% |
| 7D | -1.0% | +3.1% | -4.1% | -2.1% |
| 30D | -15.2% | +16.2% | -31.5% | -19.8% |
| 3M | -10.3% | +8.4% | -18.6% | -13.2% |
| 6M | +1.6% | +19.0% | -17.4% | -5.5% |
| YTD | +23.9% | +28.8% | -5.0% | +11.5% |
| 1Y | +58.0% | +33.1% | +24.9% | +40.3% |
| 3Y | +94.6% | +70.8% | +23.8% | +55.2% |
| 5Y | +70.4% | +74.2% | -3.9% | +34.3% |
| 10Y | +430.7% | +345.5% | +85.1% | +188.3% |
| All | +858.0% | +6,702.4% | -5,844.4% | +199.1% |
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