+67.5%
FCX vs DOC
-22.1%
+89.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.2% | -7.3% | -7.4% |
| 7D | -12.5% | +6.2% | -18.7% | -15.0% |
| 30D | -20.0% | +6.5% | -26.5% | -22.7% |
| 3M | -16.4% | -6.2% | -10.1% | -13.9% |
| 6M | +0.8% | +25.6% | -24.7% | -12.1% |
| YTD | +15.1% | +32.1% | -17.0% | -3.3% |
| 1Y | +45.3% | +20.3% | +25.0% | +28.7% |
| 3Y | +70.9% | +42.7% | +28.2% | +33.7% |
| 5Y | +67.5% | -22.2% | +89.6% | +90.8% |
| All | +67.5% | -22.1% | +89.6% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling