+83.9%
FCX vs DINO
+115.3%
-31.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +5.7% | -6.0% | -1.6% |
| 30D | -14.7% | -19.6% | +4.8% | -10.6% |
| 3M | -11.2% | +11.8% | -23.0% | -14.5% |
| 6M | -11.4% | +49.0% | -60.3% | -22.0% |
| YTD | +17.7% | +128.1% | -110.4% | -14.5% |
| 1Y | +47.5% | +96.3% | -48.8% | +14.5% |
| 3Y | +83.9% | +113.8% | -29.9% | +22.1% |
| All | +83.9% | +115.3% | -31.4% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling