+74.3%
FCX vs DASH
+94.3%
-19.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.7% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | -17.1% | -6.0% | -11.1% | -15.8% |
| 3M | -12.7% | -15.8% | +3.1% | -8.9% |
| 6M | -2.0% | +7.0% | -8.9% | -6.1% |
| YTD | +18.1% | -20.7% | +38.7% | +25.1% |
| 1Y | +55.2% | -8.5% | +63.7% | +54.5% |
| 3Y | +74.3% | +101.8% | -27.5% | +21.4% |
| All | +74.3% | +94.3% | -19.9% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling