+85.3%
FCX vs DASH
+152.1%
-66.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +1.6% |
| 7D | -4.9% | -10.6% | +5.7% | -1.7% |
| 30D | +4.8% | +2.2% | +2.7% | +4.0% |
| 3M | +4.6% | +32.3% | -27.7% | -4.7% |
| 6M | +10.8% | +19.1% | -8.3% | +3.6% |
| YTD | +44.2% | -6.5% | +50.7% | +46.2% |
| 1Y | +59.6% | -14.9% | +74.5% | +66.2% |
| All | +85.3% | +152.1% | -66.8% | +31.5% |
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