+319.4%
FCX vs DOCU
+107.7%
+211.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.0% | -5.5% | -7.2% |
| 7D | -12.5% | -3.2% | -9.2% | -12.0% |
| 30D | -20.0% | +15.7% | -35.7% | -22.2% |
| 3M | -16.4% | +37.3% | -53.7% | -21.5% |
| 6M | +0.8% | +63.1% | -62.3% | -9.2% |
| YTD | +15.1% | +15.4% | -0.3% | +9.6% |
| 1Y | +45.3% | +11.3% | +34.0% | +39.3% |
| 3Y | +70.9% | +92.1% | -21.1% | +42.3% |
| 5Y | +67.5% | -70.5% | +138.0% | +78.3% |
| All | +319.4% | +107.7% | +211.7% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling