+61.4%
FCX vs DOV
+31.4%
+30.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.8% |
| 7D | -0.8% | -0.1% | -0.7% | -0.5% |
| 30D | -15.1% | +11.3% | -26.3% | -22.2% |
| 3M | -9.6% | +2.2% | -11.8% | -11.1% |
| 6M | -3.1% | -2.9% | -0.1% | -0.9% |
| YTD | +23.4% | +9.6% | +13.8% | +12.3% |
| 1Y | +52.7% | +16.7% | +36.0% | +31.6% |
| 3Y | +91.4% | +66.9% | +24.5% | +19.5% |
| All | +61.4% | +31.4% | +30.1% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling