+138.9%
FCX vs DT
-28.6%
+167.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.1% | +8.5% | +6.1% |
| 7D | +5.7% | -4.9% | +10.6% | +6.9% |
| 30D | +10.1% | +2.7% | +7.4% | +9.0% |
| 3M | +20.2% | +20.0% | +0.2% | +13.9% |
| 6M | +29.7% | +28.0% | +1.6% | +19.5% |
| YTD | +51.9% | +16.0% | +35.9% | +43.0% |
| 1Y | +66.0% | +0.7% | +65.3% | +62.6% |
| 3Y | +102.7% | +6.2% | +96.6% | +91.9% |
| 5Y | +138.9% | -28.1% | +167.0% | +141.1% |
| All | +138.9% | -28.6% | +167.5% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling