+612.2%
FCX vs DVN
+69.2%
+543.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -2.3% | +4.5% | -6.8% | -4.4% |
| 30D | +2.7% | +12.0% | -9.3% | -2.9% |
| 3M | +7.4% | +13.4% | -6.0% | 0.0% |
| 6M | +16.0% | +12.1% | +3.9% | +5.9% |
| YTD | +40.9% | +38.8% | +2.1% | +14.7% |
| 1Y | +56.4% | +46.0% | +10.4% | +22.9% |
| 3Y | +84.2% | +9.5% | +74.7% | +63.1% |
| 5Y | +114.6% | +125.3% | -10.6% | +27.2% |
| All | +612.2% | +69.2% | +543.0% | +286.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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