+73.4%
FCX vs DOCS
-19.4%
+92.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | -16.3% | +8.7% | -25.0% | -17.3% |
| 3M | -12.5% | +32.9% | -45.3% | -16.1% |
| 6M | -8.0% | +25.5% | -33.6% | -12.4% |
| YTD | +20.1% | -25.0% | +45.2% | +22.9% |
| 1Y | +45.9% | -34.9% | +80.8% | +52.3% |
| 3Y | +86.2% | +39.3% | +46.9% | +65.9% |
| 5Y | +57.1% | -54.8% | +111.9% | +51.3% |
| All | +73.4% | -19.4% | +92.7% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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