+55.4%
FCX vs DASH
-30.7%
+86.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -0.3% | -4.5% | +4.2% | +0.9% |
| 30D | -14.7% | -6.8% | -7.9% | -13.4% |
| 3M | -11.2% | -20.7% | +9.5% | -6.5% |
| 6M | -11.4% | +15.1% | -26.4% | -15.9% |
| YTD | +17.7% | -24.3% | +42.0% | +23.7% |
| 1Y | +47.5% | -12.1% | +59.6% | +48.4% |
| 3Y | +83.9% | +91.1% | -7.2% | +51.8% |
| All | +55.4% | -30.7% | +86.1% | +36.0% |
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