+114.3%
FCX vs DOCS
-73.4%
+187.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | -4.9% | -1.4% | -3.4% | -4.7% |
| 30D | +4.8% | +21.8% | -17.0% | +0.9% |
| 3M | +4.6% | +27.3% | -22.7% | -0.2% |
| 6M | +10.8% | -0.3% | +11.2% | +8.9% |
| YTD | +44.2% | -40.5% | +84.7% | +53.0% |
| 1Y | +59.6% | -61.5% | +121.1% | +81.3% |
| 3Y | +82.2% | +8.2% | +74.1% | +66.2% |
| All | +114.3% | -73.4% | +187.7% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling