+612.2%
FCX vs DVA
+187.8%
+424.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | +2.7% | 0.0% | +2.6% | +2.5% |
| 3M | +7.4% | -10.9% | +18.3% | +9.7% |
| 6M | +16.0% | +17.3% | -1.3% | +7.2% |
| YTD | +40.9% | +59.8% | -18.9% | +15.4% |
| 1Y | +56.4% | +36.3% | +20.2% | +35.1% |
| 3Y | +84.2% | +88.6% | -4.4% | +34.2% |
| 5Y | +114.6% | +47.5% | +67.1% | +66.0% |
| All | +612.2% | +187.8% | +424.4% | +313.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling