+47.5%
FCX vs JD
-8.1%
+55.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -0.3% | -4.1% | +3.8% | +0.6% |
| 30D | -14.7% | +4.6% | -19.3% | -16.0% |
| 3M | -11.2% | -4.7% | -6.4% | -10.0% |
| 6M | -11.4% | -17.4% | +6.0% | -5.8% |
| YTD | +17.7% | +0.7% | +17.0% | +20.7% |
| 1Y | +47.5% | -5.9% | +53.4% | +54.2% |
| All | +47.5% | -8.1% | +55.6% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling