+67.5%
FCX vs DOCS
-54.0%
+121.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.3% | -3.2% | -6.9% |
| 7D | -12.5% | -1.3% | -11.1% | -12.3% |
| 30D | -20.0% | +19.4% | -39.4% | -22.1% |
| 3M | -16.4% | +53.4% | -69.8% | -22.6% |
| 6M | +0.8% | +28.8% | -27.9% | -4.9% |
| YTD | +15.1% | -25.1% | +40.1% | +18.3% |
| 1Y | +45.3% | -48.1% | +93.5% | +58.9% |
| 3Y | +70.9% | +51.4% | +19.6% | +45.0% |
| 5Y | +67.5% | -51.1% | +118.6% | +64.6% |
| All | +67.5% | -54.0% | +121.5% | +64.6% |
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