+59.9%
DDOG vs FCX
+136.7%
-76.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +7.3% |
| 7D | +7.7% | +3.1% | +4.6% | +6.7% |
| 30D | -13.6% | +8.1% | -21.7% | -15.7% |
| 3M | -0.9% | +18.9% | -19.8% | -6.2% |
| 6M | +75.2% | +26.6% | +48.6% | +61.0% |
| YTD | +65.7% | +51.2% | +14.5% | +42.3% |
| 1Y | +60.4% | +75.6% | -15.2% | +29.8% |
| 3Y | +130.7% | +101.7% | +29.0% | +67.9% |
| 5Y | +59.9% | +134.6% | -74.8% | +17.8% |
| All | +59.9% | +136.7% | -76.8% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling