+61.5%
FCX vs JD
-58.0%
+119.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.2% |
| 7D | -4.9% | +13.4% | -18.2% | -8.4% |
| 30D | -17.1% | +7.7% | -24.8% | -19.0% |
| 3M | -12.7% | -11.3% | -1.4% | -9.8% |
| 6M | -2.0% | -5.1% | +3.2% | -1.1% |
| YTD | +18.1% | +5.0% | +13.0% | +15.4% |
| 1Y | +55.2% | -5.6% | +60.8% | +56.3% |
| 3Y | +74.3% | +17.8% | +56.6% | +57.9% |
| All | +61.5% | -58.0% | +119.4% | +83.1% |
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