+114.3%
FCX vs DOCN
+54.1%
+60.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.3% |
| 7D | -4.9% | +1.1% | -6.0% | -5.1% |
| 30D | +4.8% | -9.6% | +14.4% | +6.5% |
| 3M | +4.6% | -37.7% | +42.3% | +13.5% |
| 6M | +10.8% | +115.2% | -104.4% | -9.1% |
| YTD | +44.2% | +133.7% | -89.5% | +15.0% |
| 1Y | +59.6% | +250.2% | -190.6% | +15.6% |
| 3Y | +82.2% | +320.3% | -238.0% | +21.2% |
| All | +114.3% | +54.1% | +60.2% | +49.0% |
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