+60.3%
FCX vs DOCN
+110.0%
-49.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.2% | +8.5% | +2.5% |
| 7D | -6.0% | -20.0% | +14.0% | -2.7% |
| 30D | -13.6% | -38.8% | +25.2% | -7.2% |
| 3M | -6.8% | -34.8% | +28.0% | -1.3% |
| 6M | +13.2% | -22.8% | +36.0% | +17.9% |
| YTD | +24.4% | +74.6% | -50.2% | +16.7% |
| 1Y | +60.3% | +116.4% | -56.2% | +44.1% |
| All | +60.3% | +110.0% | -49.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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