+60.3%
FCX vs DASH
-16.7%
+77.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | +0.3% |
| 7D | -6.0% | +17.2% | -23.2% | -7.8% |
| 30D | -13.6% | +3.6% | -17.1% | -14.0% |
| 3M | -6.8% | -1.9% | -4.9% | -6.8% |
| 6M | +13.2% | +15.1% | -1.9% | +10.5% |
| YTD | +24.4% | -12.3% | +36.7% | +27.2% |
| 1Y | +60.3% | -17.2% | +77.5% | +64.9% |
| All | +60.3% | -16.7% | +77.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling