+59.6%
FCX vs DUOL
-43.9%
+103.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.1% |
| 7D | -4.9% | +5.1% | -10.0% | -4.7% |
| 30D | +4.8% | +14.1% | -9.3% | +5.4% |
| 3M | +4.6% | +41.5% | -36.9% | +5.3% |
| 6M | +10.8% | +60.6% | -49.8% | +10.7% |
| YTD | +44.2% | -12.0% | +56.2% | +50.6% |
| 1Y | +59.6% | -43.4% | +102.9% | +76.6% |
| All | +59.6% | -43.9% | +103.4% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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