+45.3%
FCX vs DOCN
+56.0%
-10.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -15.9% | +8.3% | -4.8% |
| 7D | -12.5% | -29.3% | +16.8% | -7.3% |
| 30D | -20.0% | -46.0% | +26.0% | -12.0% |
| 3M | -16.4% | -43.2% | +26.8% | -9.2% |
| 6M | +0.8% | -53.7% | +54.6% | +11.7% |
| YTD | +15.1% | +46.9% | -31.9% | +9.2% |
| 1Y | +45.3% | +54.3% | -9.0% | +35.1% |
| All | +45.3% | +56.0% | -10.7% | +35.1% |
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