+530.4%
FCX vs DOC
+19.9%
+510.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | -0.1% |
| 7D | -6.0% | +8.7% | -14.7% | -9.6% |
| 30D | -13.6% | +7.6% | -21.2% | -16.8% |
| 3M | -6.8% | -5.3% | -1.5% | -4.8% |
| 6M | +13.2% | +27.6% | -14.4% | -0.8% |
| YTD | +24.4% | +32.4% | -8.0% | +6.5% |
| 1Y | +60.3% | +22.9% | +37.4% | +42.0% |
| 3Y | +84.8% | +43.1% | +41.7% | +50.5% |
| 5Y | +81.3% | -21.4% | +102.7% | +93.7% |
| 10Y | +530.4% | +16.8% | +513.5% | +527.1% |
| All | +530.4% | +19.9% | +510.5% | +527.1% |
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