+61.6%
DDOG vs FCX
+60.8%
+0.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -10.1% | -4.9% | -5.3% | -10.0% |
| 30D | -24.8% | +4.8% | -29.6% | -24.9% |
| 3M | -12.6% | +4.6% | -17.2% | -12.7% |
| 6M | +79.9% | +10.8% | +69.1% | +80.1% |
| YTD | +56.6% | +44.2% | +12.4% | +53.9% |
| 1Y | +61.6% | +59.6% | +2.0% | +57.4% |
| All | +61.6% | +60.8% | +0.8% | +57.4% |
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