+97.6%
FCX vs DUOL
-12.4%
+110.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.1% |
| 7D | +3.1% | -11.8% | +14.9% | +4.2% |
| 30D | +8.1% | +1.5% | +6.6% | +7.7% |
| 3M | +18.9% | +18.1% | +0.8% | +15.9% |
| 6M | +26.6% | +38.7% | -12.1% | +20.2% |
| YTD | +51.2% | -20.7% | +71.8% | +54.4% |
| 1Y | +75.6% | -49.1% | +124.6% | +89.8% |
| All | +97.6% | -12.4% | +110.0% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling