+62.7%
FCX vs DT
-39.8%
+102.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.6% |
| 7D | -0.8% | -5.4% | +4.7% | +0.7% |
| 30D | -15.1% | -32.2% | +17.1% | -6.9% |
| 3M | -9.6% | -10.9% | +1.3% | -7.7% |
| 6M | -3.1% | +10.0% | -13.0% | -7.0% |
| YTD | +23.4% | +2.1% | +21.4% | +19.5% |
| 1Y | +52.7% | -5.5% | +58.2% | +51.3% |
| 3Y | +91.4% | -12.4% | +103.8% | +90.4% |
| 5Y | +62.7% | -39.7% | +102.4% | +73.0% |
| All | +62.7% | -39.8% | +102.6% | +73.0% |
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