+112.6%
FCX vs DOCN
+88.7%
+24.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.0% | -3.1% | +3.3% |
| 7D | -1.0% | -12.8% | +11.8% | +1.5% |
| 30D | -15.2% | -41.9% | +26.7% | -6.3% |
| 3M | -10.3% | -36.9% | +26.7% | -3.3% |
| 6M | +1.6% | -52.2% | +53.8% | +14.5% |
| YTD | +23.9% | +62.7% | -38.9% | +6.0% |
| 1Y | +58.0% | +58.2% | -0.2% | +35.8% |
| 3Y | +94.6% | +219.5% | -124.9% | +38.9% |
| 5Y | +70.4% | -32.9% | +103.2% | +42.0% |
| All | +112.6% | +88.7% | +24.0% | +60.2% |
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