+373.5%
FCX vs JD
+31.5%
+342.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.5% |
| 7D | -0.3% | -4.1% | +3.8% | +1.1% |
| 30D | -14.7% | +4.6% | -19.3% | -16.3% |
| 3M | -11.2% | -4.7% | -6.4% | -10.0% |
| 6M | -11.4% | -17.4% | +6.0% | -6.0% |
| YTD | +17.7% | +0.7% | +17.0% | +15.9% |
| 1Y | +47.5% | -5.9% | +53.4% | +48.6% |
| 3Y | +83.9% | +18.9% | +65.0% | +59.8% |
| 5Y | +54.0% | -62.9% | +116.9% | +87.3% |
| All | +373.5% | +31.5% | +342.1% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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