+390.4%
DDOG vs FCX
+524.8%
-134.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.3% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | -31.6% | -14.7% | -16.9% | -28.8% |
| 3M | -27.0% | -11.2% | -15.8% | -25.0% |
| 6M | -10.3% | -11.4% | +1.1% | -8.5% |
| YTD | +35.4% | +17.7% | +17.7% | +25.9% |
| 1Y | -1.0% | +47.5% | -48.5% | -13.4% |
| 3Y | +76.7% | +83.9% | -7.2% | +38.6% |
| 5Y | -4.6% | +54.0% | -58.6% | -23.1% |
| All | +390.4% | +524.8% | -134.4% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling