+1,075.1%
FCX vs DUK
+1,258.9%
-183.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +5.0% |
| 7D | +5.7% | +0.7% | +5.0% | +5.4% |
| 30D | +10.1% | -2.0% | +12.1% | +10.7% |
| 3M | +20.2% | +0.2% | +20.0% | +19.5% |
| 6M | +29.7% | -6.9% | +36.6% | +32.1% |
| YTD | +51.9% | +6.1% | +45.8% | +46.8% |
| 1Y | +66.0% | +4.4% | +61.5% | +60.9% |
| 3Y | +102.7% | +49.1% | +53.6% | +67.2% |
| 5Y | +138.9% | +39.6% | +99.3% | +100.2% |
| 10Y | +701.1% | +125.1% | +575.9% | +438.9% |
| All | +1,075.1% | +1,258.9% | -183.7% | +372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling