+69.9%
FCX vs DASH
+94.5%
-24.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.4% | +1.9% | -4.8% |
| 7D | -12.5% | +0.5% | -13.0% | -12.6% |
| 30D | -20.0% | -7.1% | -13.0% | -18.5% |
| 3M | -16.4% | -13.2% | -3.2% | -13.6% |
| 6M | +0.8% | +8.3% | -7.5% | -3.8% |
| YTD | +15.1% | -20.6% | +35.6% | +21.8% |
| 1Y | +45.3% | -24.4% | +69.7% | +55.3% |
| All | +69.9% | +94.5% | -24.7% | +18.3% |
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