-59.2%
NKE vs FCX
+82.9%
-142.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | -2.3% | -1.9% | -3.9% |
| 30D | -8.2% | +2.7% | -10.9% | -8.8% |
| 3M | -19.1% | +7.4% | -26.5% | -20.4% |
| 6M | -32.6% | +16.0% | -48.7% | -35.4% |
| YTD | -40.7% | +40.9% | -81.6% | -45.9% |
| 1Y | -48.9% | +56.4% | -105.3% | -54.9% |
| 3Y | -59.2% | +84.2% | -143.5% | -67.3% |
| All | -59.2% | +82.9% | -142.2% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling