+130.2%
FCX vs DVA
+42.2%
+88.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | +3.1% | +2.0% | +1.1% | +2.7% |
| 30D | +8.1% | -0.4% | +8.5% | +8.1% |
| 3M | +18.9% | -7.7% | +26.6% | +19.5% |
| 6M | +26.6% | +20.0% | +6.6% | +19.1% |
| YTD | +51.2% | +61.1% | -9.9% | +31.3% |
| 1Y | +75.6% | +33.9% | +41.7% | +59.5% |
| 3Y | +101.7% | +91.5% | +10.2% | +61.5% |
| All | +130.2% | +42.2% | +88.0% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling