+83.9%
FCX vs JBL
+100.1%
-16.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.0% |
| 7D | -0.3% | +6.3% | -6.6% | -3.0% |
| 30D | -14.7% | -13.5% | -1.2% | -9.0% |
| 3M | -11.2% | -31.3% | +20.2% | +4.4% |
| 6M | -11.4% | -28.4% | +17.0% | +1.5% |
| YTD | +17.7% | +11.6% | +6.1% | +9.6% |
| 1Y | +47.5% | +26.1% | +21.4% | +30.1% |
| 3Y | +83.9% | +97.4% | -13.5% | +25.0% |
| All | +83.9% | +100.1% | -16.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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