+62.7%
FCX vs DOCU
-68.9%
+131.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +2.5% |
| 7D | -0.8% | -0.4% | -0.3% | -0.7% |
| 30D | -15.1% | +12.9% | -28.0% | -16.9% |
| 3M | -9.6% | +35.1% | -44.7% | -14.7% |
| 6M | -3.1% | +76.2% | -79.2% | -13.5% |
| YTD | +23.4% | +17.2% | +6.3% | +18.0% |
| 1Y | +52.7% | +16.4% | +36.3% | +46.0% |
| 3Y | +91.4% | +95.6% | -4.2% | +58.8% |
| 5Y | +62.7% | -68.5% | +131.3% | +55.3% |
| All | +62.7% | -68.9% | +131.6% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling