+52.7%
FCX vs DASH
-11.9%
+64.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.8% | -10.2% | +9.5% | +0.7% |
| 30D | -15.1% | -8.2% | -6.8% | -14.1% |
| 3M | -9.6% | -15.9% | +6.3% | -7.8% |
| 6M | -3.1% | +13.3% | -16.4% | -5.1% |
| YTD | +23.4% | -21.3% | +44.7% | +25.6% |
| 1Y | +52.7% | -11.1% | +63.8% | +55.9% |
| All | +52.7% | -11.9% | +64.5% | +55.9% |
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