+612.2%
FCX vs DINO
+492.4%
+119.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.3% | +2.3% | -4.6% | -3.1% |
| 30D | +2.7% | +22.6% | -20.0% | -5.4% |
| 3M | +7.4% | +55.2% | -47.8% | -10.6% |
| 6M | +16.0% | +93.8% | -77.7% | -13.1% |
| YTD | +40.9% | +139.5% | -98.6% | -4.7% |
| 1Y | +56.4% | +115.3% | -58.9% | +10.0% |
| 3Y | +84.2% | +98.8% | -14.6% | +29.9% |
| 5Y | +114.6% | +333.5% | -218.9% | +4.9% |
| All | +612.2% | +492.4% | +119.8% | +184.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling