+102.1%
FCX vs DOCN
+108.0%
-5.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.2% |
| 7D | -0.3% | +19.1% | -19.4% | -3.8% |
| 30D | -14.7% | -21.0% | +6.3% | -11.2% |
| 3M | -11.2% | -34.7% | +23.6% | -4.8% |
| 6M | -11.4% | -45.8% | +34.4% | -2.6% |
| YTD | +17.7% | +79.4% | -61.7% | -1.3% |
| 1Y | +47.5% | +91.0% | -43.5% | +22.0% |
| 3Y | +83.9% | +237.5% | -153.6% | +29.6% |
| 5Y | +54.0% | -30.4% | +84.4% | +27.0% |
| All | +102.1% | +108.0% | -5.9% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling