+59.6%
FCX vs DINO
+111.1%
-51.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | -4.9% | +5.7% | -10.6% | -4.1% |
| 30D | +4.8% | +27.8% | -23.0% | +8.3% |
| 3M | +4.6% | +45.6% | -41.0% | +10.2% |
| 6M | +10.8% | +88.5% | -77.6% | +18.5% |
| YTD | +44.2% | +134.1% | -89.9% | +50.8% |
| 1Y | +59.6% | +111.1% | -51.5% | +70.6% |
| All | +59.6% | +111.1% | -51.5% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 1y: compounded portfolio wealth divided by compounded DINO 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…
1y analysis · Full analysis span regression · 6 months rolling