+84.2%
FCX vs DTE
+43.4%
+40.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -2.3% | -2.6% | +0.3% | -1.5% |
| 30D | +2.7% | -4.4% | +7.1% | +3.9% |
| 3M | +7.4% | -8.3% | +15.7% | +9.8% |
| 6M | +16.0% | -8.1% | +24.1% | +18.2% |
| YTD | +40.9% | +4.4% | +36.5% | +35.6% |
| 1Y | +56.4% | +0.2% | +56.3% | +53.1% |
| 3Y | +84.2% | +42.6% | +41.6% | +47.8% |
| All | +84.2% | +43.4% | +40.8% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling