+60.3%
FCX vs DUK
+7.9%
+52.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +2.8% |
| 7D | -6.0% | +4.9% | -10.9% | -3.2% |
| 30D | -13.6% | +13.8% | -27.4% | -6.5% |
| 3M | -6.8% | +5.2% | -12.0% | -3.5% |
| 6M | +13.2% | +3.5% | +9.7% | +17.2% |
| YTD | +24.4% | +13.5% | +10.9% | +33.3% |
| 1Y | +60.3% | +8.3% | +52.0% | +65.2% |
| All | +60.3% | +7.9% | +52.4% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 1y: compounded portfolio wealth divided by compounded DUK 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…
1y analysis · Full analysis span regression · 6 months rolling