+147.0%
FCX vs JD
+48.3%
+98.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.4% |
| 7D | -4.9% | -1.7% | -3.2% | -4.3% |
| 30D | +4.8% | -13.2% | +18.0% | +10.0% |
| 3M | +4.6% | -3.2% | +7.8% | +5.4% |
| 6M | +10.8% | +15.2% | -4.4% | +4.6% |
| YTD | +44.2% | +2.0% | +42.2% | +42.0% |
| 1Y | +59.6% | -5.4% | +64.9% | +59.7% |
| 3Y | +82.2% | -9.1% | +91.4% | +75.1% |
| 5Y | +115.6% | -59.6% | +175.2% | +151.3% |
| 10Y | +670.6% | +26.2% | +644.3% | +415.0% |
| All | +147.0% | +48.3% | +98.7% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling