+83.9%
FCX vs DOV
+65.5%
+18.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | -0.3% | +3.0% | -3.3% | -2.6% |
| 30D | -14.7% | +8.6% | -23.3% | -20.1% |
| 3M | -11.2% | +1.9% | -13.0% | -12.4% |
| 6M | -11.4% | -1.7% | -9.7% | -10.3% |
| YTD | +17.7% | +8.3% | +9.4% | +8.1% |
| 1Y | +47.5% | +16.6% | +30.9% | +27.0% |
| 3Y | +83.9% | +65.1% | +18.8% | +7.2% |
| All | +83.9% | +65.5% | +18.3% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 3y: compounded portfolio wealth divided by compounded DOV 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…
3y analysis · Full analysis span regression · 6 months rolling