+114.3%
FCX vs JD
-60.2%
+174.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.3% |
| 7D | -4.9% | -1.7% | -3.2% | -4.4% |
| 30D | +4.8% | -13.2% | +18.0% | +9.2% |
| 3M | +4.6% | -3.2% | +7.8% | +5.3% |
| 6M | +10.8% | +15.2% | -4.4% | +5.7% |
| YTD | +44.2% | +2.0% | +42.2% | +42.5% |
| 1Y | +59.6% | -5.4% | +64.9% | +59.8% |
| 3Y | +82.2% | -9.1% | +91.4% | +77.5% |
| All | +114.3% | -60.2% | +174.5% | +147.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling