+55.2%
FCX vs DASH
-15.0%
+70.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.6% |
| 7D | -4.9% | +0.4% | -5.3% | -4.6% |
| 30D | -17.1% | -6.0% | -11.1% | -16.4% |
| 3M | -12.7% | -15.8% | +3.1% | -10.9% |
| 6M | -2.0% | +7.0% | -8.9% | -3.1% |
| YTD | +18.1% | -20.7% | +38.7% | +20.7% |
| 1Y | +55.2% | -8.5% | +63.7% | +56.4% |
| All | +55.2% | -15.0% | +70.1% | +56.4% |
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