+330.4%
FCX vs DOCU
+104.2%
+226.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.9% |
| 7D | -4.9% | -5.5% | +0.7% | -3.9% |
| 30D | -17.1% | +12.6% | -29.8% | -19.0% |
| 3M | -12.7% | +36.4% | -49.1% | -18.0% |
| 6M | -2.0% | +66.8% | -68.8% | -12.1% |
| YTD | +18.1% | +13.5% | +4.6% | +12.8% |
| 1Y | +55.2% | +11.3% | +43.9% | +48.6% |
| 3Y | +74.3% | +92.1% | -17.7% | +45.1% |
| 5Y | +71.9% | -71.0% | +142.9% | +83.5% |
| All | +330.4% | +104.2% | +226.1% | +197.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling