+386.3%
FCX vs JD
+26.7%
+359.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -2.4% | +5.2% | -7.6% | -4.2% |
| 30D | -18.0% | +4.5% | -22.5% | -19.4% |
| 3M | -14.3% | -15.4% | +1.1% | -9.5% |
| 6M | -1.7% | -6.0% | +4.3% | -0.4% |
| YTD | +19.8% | +2.2% | +17.7% | +17.5% |
| 1Y | +48.6% | -6.7% | +55.3% | +50.3% |
| 3Y | +85.8% | +20.5% | +65.3% | +60.8% |
| 5Y | +72.2% | -58.4% | +130.7% | +99.6% |
| 10Y | +386.3% | +32.5% | +353.8% | +266.9% |
| All | +386.3% | +26.7% | +359.6% | +266.9% |
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