+61.5%
FCX vs DOCN
-32.3%
+93.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.1% |
| 7D | -4.9% | -19.2% | +14.3% | -0.9% |
| 30D | -17.1% | -43.1% | +25.9% | -7.7% |
| 3M | -12.7% | -40.7% | +28.0% | -4.4% |
| 6M | -2.0% | -55.0% | +53.0% | +12.2% |
| YTD | +18.1% | +50.6% | -32.5% | +1.8% |
| 1Y | +55.2% | +54.0% | +1.2% | +32.9% |
| 3Y | +74.3% | +203.9% | -129.6% | +22.9% |
| All | +61.5% | -32.3% | +93.7% | +37.9% |
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