+871.8%
FCX vs DVA
+4,923.3%
-4,051.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.3% | -8.8% | +8.5% | +1.4% |
| 30D | -14.7% | -3.4% | -11.3% | -14.4% |
| 3M | -11.2% | -2.6% | -8.6% | -11.1% |
| 6M | -11.4% | -11.9% | +0.5% | -10.3% |
| YTD | +17.7% | +53.6% | -35.9% | +6.1% |
| 1Y | +47.5% | +41.9% | +5.6% | +34.9% |
| 3Y | +83.9% | +97.5% | -13.6% | +55.9% |
| 5Y | +54.0% | +65.0% | -11.0% | +31.9% |
| 10Y | +372.9% | +193.2% | +179.6% | +263.5% |
| All | +871.8% | +4,923.3% | -4,051.5% | +565.7% |
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