+45.3%
FCX vs DOC
+21.7%
+23.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.2% | -7.3% | -7.5% |
| 7D | -12.5% | +6.2% | -18.7% | -13.2% |
| 30D | -20.0% | +6.5% | -26.5% | -20.7% |
| 3M | -16.4% | -6.2% | -10.1% | -15.3% |
| 6M | +0.8% | +25.6% | -24.7% | -4.5% |
| YTD | +15.1% | +32.1% | -17.0% | +8.4% |
| 1Y | +45.3% | +20.3% | +25.0% | +40.4% |
| All | +45.3% | +21.7% | +23.6% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling