+1,065.6%
FCX vs DVA
+5,118.1%
-4,052.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.4% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | +3.4% | +1.7% | +1.7% | +3.0% |
| 3M | +15.0% | -8.7% | +23.7% | +16.1% |
| 6M | +14.6% | +19.7% | -5.0% | +9.5% |
| YTD | +41.2% | +59.6% | -18.4% | +26.8% |
| 1Y | +60.4% | +37.1% | +23.3% | +48.0% |
| 3Y | +88.4% | +89.8% | -1.3% | +60.6% |
| 5Y | +115.0% | +47.4% | +67.7% | +88.6% |
| 10Y | +669.9% | +184.9% | +485.0% | +495.5% |
| All | +1,065.6% | +5,118.1% | -4,052.5% | +695.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling