+73.4%
FCX vs DUOL
+16.9%
+56.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -2.6% |
| 7D | -0.3% | +3.0% | -3.4% | -0.7% |
| 30D | -14.7% | +18.3% | -33.0% | -16.7% |
| 3M | -11.2% | +14.7% | -25.9% | -13.3% |
| 6M | -11.4% | +57.5% | -68.9% | -17.9% |
| YTD | +17.7% | -5.8% | +23.5% | +16.3% |
| 1Y | +47.5% | -11.4% | +58.9% | +46.8% |
| 3Y | +83.9% | -22.5% | +106.4% | +79.8% |
| 5Y | +54.0% | +6.6% | +47.3% | +29.6% |
| All | +73.4% | +16.9% | +56.5% | +44.1% |
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