+653.3%
FCX vs DOC
-2.1%
+655.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.1% |
| 7D | -4.9% | -1.5% | -3.4% | -4.2% |
| 30D | +4.8% | -4.8% | +9.6% | +7.3% |
| 3M | +4.6% | +6.9% | -2.3% | +0.8% |
| 6M | +10.8% | +20.7% | -9.9% | -0.1% |
| YTD | +44.2% | +34.1% | +10.1% | +22.9% |
| 1Y | +59.6% | +22.6% | +36.9% | +41.8% |
| 3Y | +82.2% | +20.8% | +61.4% | +61.0% |
| 5Y | +115.6% | -24.9% | +140.5% | +136.1% |
| All | +653.3% | -2.1% | +655.4% | +816.3% |
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