+395.9%
FCX vs JD
+31.1%
+364.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.6% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | -15.1% | +4.2% | -19.3% | -16.5% |
| 3M | -9.6% | -12.8% | +3.1% | -5.6% |
| 6M | -3.1% | -8.8% | +5.7% | -0.8% |
| YTD | +23.4% | +0.5% | +22.9% | +21.7% |
| 1Y | +52.7% | -8.8% | +61.4% | +55.6% |
| 3Y | +91.4% | +18.6% | +72.8% | +66.5% |
| 5Y | +62.7% | -62.2% | +125.0% | +96.4% |
| 10Y | +395.9% | +32.2% | +363.6% | +273.9% |
| All | +395.9% | +31.1% | +364.8% | +273.9% |
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