+115.0%
FCX vs DVN
+119.4%
-4.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.7% | -7.5% |
| 7D | -1.9% | +2.5% | -4.4% | -3.0% |
| 30D | +3.4% | +10.2% | -6.8% | -1.0% |
| 3M | +15.0% | +8.1% | +6.9% | +10.0% |
| 6M | +14.6% | +15.9% | -1.2% | +3.4% |
| YTD | +41.2% | +38.2% | +3.0% | +15.6% |
| 1Y | +60.4% | +44.5% | +15.9% | +26.9% |
| 3Y | +88.4% | +5.1% | +83.3% | +71.0% |
| 5Y | +115.0% | +124.3% | -9.3% | +30.5% |
| All | +115.0% | +119.4% | -4.3% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling