+115.0%
FCX vs DUK
+38.3%
+76.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.5% |
| 7D | -1.9% | -1.7% | -0.2% | -1.7% |
| 30D | +3.4% | -2.2% | +5.6% | +3.6% |
| 3M | +15.0% | -3.7% | +18.7% | +15.3% |
| 6M | +14.6% | -6.3% | +21.0% | +15.5% |
| YTD | +41.2% | +4.5% | +36.7% | +38.8% |
| 1Y | +60.4% | +1.8% | +58.6% | +58.1% |
| 3Y | +88.4% | +46.8% | +41.6% | +58.9% |
| 5Y | +115.0% | +40.2% | +74.8% | +84.3% |
| All | +115.0% | +38.3% | +76.7% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling