+810.5%
FCX vs JBL
+32,700.3%
-31,889.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.4% |
| 7D | -0.3% | +6.3% | -6.6% | -1.9% |
| 30D | -14.7% | -13.5% | -1.2% | -11.4% |
| 3M | -11.2% | -31.3% | +20.2% | -2.5% |
| 6M | -11.4% | -28.4% | +17.0% | -3.8% |
| YTD | +17.7% | +11.6% | +6.1% | +13.7% |
| 1Y | +47.5% | +26.1% | +21.4% | +38.1% |
| 3Y | +83.9% | +97.4% | -13.5% | +51.3% |
| 5Y | +54.0% | +301.0% | -247.0% | +6.6% |
| 10Y | +372.9% | +1,151.1% | -778.2% | +160.4% |
| All | +810.5% | +32,700.3% | -31,889.7% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling