+1,015.5%
FCX vs DTE
+2,058.8%
-1,043.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.7% |
| 7D | -4.9% | +0.2% | -5.0% | -5.0% |
| 30D | +4.8% | -2.6% | +7.4% | +6.2% |
| 3M | +4.6% | -3.9% | +8.5% | +6.2% |
| 6M | +10.8% | -7.9% | +18.7% | +14.8% |
| YTD | +44.2% | +7.2% | +37.0% | +36.3% |
| 1Y | +59.6% | +3.1% | +56.5% | +54.0% |
| 3Y | +82.2% | +47.6% | +34.7% | +39.6% |
| 5Y | +115.6% | +32.7% | +82.9% | +73.9% |
| 10Y | +670.6% | +138.8% | +531.8% | +321.0% |
| All | +1,015.5% | +2,058.8% | -1,043.3% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling