+67.5%
FCX vs DOCN
-34.6%
+102.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -15.9% | +8.3% | -4.3% |
| 7D | -12.5% | -29.3% | +16.8% | -6.2% |
| 30D | -20.0% | -46.0% | +26.0% | -9.9% |
| 3M | -16.4% | -43.2% | +26.8% | -7.6% |
| 6M | +0.8% | -53.7% | +54.6% | +14.9% |
| YTD | +15.1% | +46.9% | -31.9% | -0.5% |
| 1Y | +45.3% | +54.3% | -9.0% | +24.1% |
| 3Y | +70.9% | +185.5% | -114.6% | +21.4% |
| 5Y | +67.5% | -31.1% | +98.6% | +43.1% |
| All | +67.5% | -34.6% | +102.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling