+61.5%
FCX vs DASH
-9.9%
+71.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.1% |
| 3M | -12.7% | -15.8% | +3.1% | -9.5% |
| 6M | -2.0% | +7.0% | -8.9% | -5.3% |
| YTD | +18.1% | -20.7% | +38.7% | +22.5% |
| 1Y | +55.2% | -8.5% | +63.7% | +54.5% |
| 3Y | +74.3% | +101.8% | -27.5% | +42.5% |
| All | +61.5% | -9.9% | +71.4% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling