+108.0%
FCX vs DUOL
+2.7%
+105.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.3% | -10.8% | -7.1% |
| 7D | -1.9% | -8.6% | +6.7% | -0.9% |
| 30D | +3.4% | +7.2% | -3.8% | +2.1% |
| 3M | +15.0% | +19.1% | -4.1% | +11.3% |
| 6M | +14.6% | +52.5% | -37.9% | +6.6% |
| YTD | +41.2% | -17.3% | +58.5% | +42.4% |
| 1Y | +60.4% | -49.2% | +109.6% | +72.3% |
| 3Y | +88.4% | -7.3% | +95.7% | +78.7% |
| 5Y | +115.0% | -16.3% | +131.3% | +84.3% |
| All | +108.0% | +2.7% | +105.4% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling