+61.5%
FCX vs DOCS
-51.8%
+113.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.9% |
| 7D | -4.9% | -0.8% | -4.1% | -4.8% |
| 30D | -17.1% | +17.4% | -34.5% | -19.1% |
| 3M | -12.7% | +57.4% | -70.0% | -19.4% |
| 6M | -2.0% | +26.5% | -28.5% | -7.3% |
| YTD | +18.1% | -26.6% | +44.7% | +21.7% |
| 1Y | +55.2% | -48.1% | +103.2% | +69.3% |
| 3Y | +74.3% | +52.6% | +21.7% | +47.7% |
| All | +61.5% | -51.8% | +113.3% | +59.5% |
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