-47.4%
NKE vs FCX
+60.8%
-108.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.0% | -4.9% | +2.9% | -1.8% |
| 30D | -8.6% | +4.8% | -13.4% | -8.8% |
| 3M | -11.0% | +4.6% | -15.6% | -11.1% |
| 6M | -33.2% | +10.8% | -44.1% | -33.9% |
| YTD | -38.1% | +44.2% | -82.4% | -40.0% |
| 1Y | -47.4% | +59.6% | -106.9% | -49.8% |
| All | -47.4% | +60.8% | -108.1% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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