+60.4%
FCX vs DT
+1.8%
+58.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.6% | -8.2% | -6.5% |
| 7D | -1.9% | -2.5% | +0.7% | -2.0% |
| 30D | +3.4% | +3.5% | -0.1% | +3.8% |
| 3M | +15.0% | +26.7% | -11.7% | +17.2% |
| 6M | +14.6% | +36.1% | -21.5% | +18.6% |
| YTD | +41.2% | +18.6% | +22.6% | +45.4% |
| 1Y | +60.4% | +7.9% | +52.5% | +68.5% |
| All | +60.4% | +1.8% | +58.6% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling