+83.9%
FCX vs DUOL
-20.2%
+104.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -2.4% |
| 7D | -0.3% | +3.0% | -3.4% | -0.6% |
| 30D | -14.7% | +18.3% | -33.0% | -16.2% |
| 3M | -11.2% | +14.7% | -25.9% | -12.8% |
| 6M | -11.4% | +57.5% | -68.9% | -17.0% |
| YTD | +17.7% | -5.8% | +23.5% | +18.3% |
| 1Y | +47.5% | -11.4% | +58.9% | +49.4% |
| 3Y | +83.9% | -22.5% | +106.4% | +92.2% |
| All | +83.9% | -20.2% | +104.1% | +92.2% |
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