+69.9%
FCX vs DOCN
+182.8%
-112.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -15.9% | +8.3% | -4.3% |
| 7D | -12.5% | -29.3% | +16.8% | -6.3% |
| 30D | -20.0% | -46.0% | +26.0% | -10.1% |
| 3M | -16.4% | -43.2% | +26.8% | -7.7% |
| 6M | +0.8% | -53.7% | +54.6% | +14.7% |
| YTD | +15.1% | +46.9% | -31.9% | -0.9% |
| 1Y | +45.3% | +54.3% | -9.0% | +23.4% |
| All | +69.9% | +182.8% | -112.9% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling