+59.6%
FCX vs DOCU
-9.0%
+68.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.6% |
| 7D | -4.9% | +6.9% | -11.8% | -4.3% |
| 30D | +4.8% | +19.0% | -14.2% | +6.6% |
| 3M | +4.6% | +34.3% | -29.7% | +7.9% |
| 6M | +10.8% | +48.0% | -37.2% | +15.2% |
| YTD | +44.2% | 0.0% | +44.2% | +54.1% |
| 1Y | +59.6% | -10.3% | +69.8% | +69.7% |
| All | +59.6% | -9.0% | +68.6% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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