+638.3%
FCX vs DT
+103.5%
+534.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.8% |
| 7D | -4.9% | -3.3% | -1.6% | -3.9% |
| 30D | +4.8% | +2.0% | +2.8% | +3.8% |
| 3M | +4.6% | +20.0% | -15.4% | -2.3% |
| 6M | +10.8% | +39.3% | -28.5% | -3.3% |
| YTD | +44.2% | +19.8% | +24.5% | +31.5% |
| 1Y | +59.6% | +4.3% | +55.3% | +52.1% |
| 3Y | +82.2% | +7.7% | +74.5% | +67.9% |
| 5Y | +115.6% | -26.8% | +142.5% | +116.2% |
| All | +638.3% | +103.5% | +534.7% | +351.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling