+612.2%
FCX vs DUK
+129.4%
+482.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | +2.7% | -2.4% | +5.1% | +3.4% |
| 3M | +7.4% | -3.0% | +10.4% | +8.1% |
| 6M | +16.0% | -6.6% | +22.6% | +17.9% |
| YTD | +40.9% | +4.6% | +36.4% | +37.1% |
| 1Y | +56.4% | +1.2% | +55.2% | +53.6% |
| 3Y | +84.2% | +45.7% | +38.5% | +51.6% |
| 5Y | +114.6% | +40.3% | +74.3% | +77.3% |
| All | +612.2% | +129.4% | +482.8% | +465.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling