+485.6%
FCX vs DOC
+15.7%
+469.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | -4.9% | +6.5% | -11.3% | -7.6% |
| 30D | -17.1% | +9.2% | -26.3% | -20.7% |
| 3M | -12.7% | -2.5% | -10.2% | -11.9% |
| 6M | -2.0% | +7.1% | -9.0% | -6.0% |
| YTD | +18.1% | +33.0% | -14.9% | +0.9% |
| 1Y | +55.2% | +23.3% | +31.9% | +37.3% |
| 3Y | +74.3% | +44.9% | +29.4% | +41.2% |
| 5Y | +71.9% | -21.6% | +93.5% | +83.9% |
| All | +485.6% | +15.7% | +469.9% | +479.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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