+489.1%
DDOG vs FCX
+648.0%
-158.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +3.9% | -2.3% | +6.2% | +4.4% |
| 30D | -8.2% | +2.7% | -10.8% | -9.2% |
| 3M | -5.6% | +7.4% | -13.0% | -7.9% |
| 6M | +73.5% | +16.0% | +57.5% | +64.1% |
| YTD | +62.7% | +40.9% | +21.7% | +44.6% |
| 1Y | +59.0% | +56.4% | +2.5% | +36.1% |
| 3Y | +117.1% | +84.2% | +32.9% | +70.8% |
| 5Y | +61.3% | +114.6% | -53.3% | +19.8% |
| All | +489.1% | +648.0% | -158.9% | +200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling