+1,015.5%
FCX vs DOC
+904.5%
+111.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | +4.6% | +6.9% | -2.3% | +0.6% |
| 6M | +10.8% | +20.7% | -9.9% | -0.5% |
| YTD | +44.2% | +34.1% | +10.1% | +22.3% |
| 1Y | +59.6% | +22.6% | +36.9% | +41.1% |
| 3Y | +82.2% | +20.8% | +61.4% | +60.2% |
| 5Y | +115.6% | -24.9% | +140.5% | +138.0% |
| 10Y | +670.6% | -1.8% | +672.4% | +592.9% |
| All | +1,015.5% | +904.5% | +111.0% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling