+97.6%
FCX vs DINO
+98.1%
-0.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +3.1% | +2.0% | +1.1% | +2.6% |
| 30D | +8.1% | +27.7% | -19.6% | +1.3% |
| 3M | +18.9% | +56.3% | -37.4% | +4.4% |
| 6M | +26.6% | +107.6% | -80.9% | -0.9% |
| YTD | +51.2% | +140.2% | -89.0% | +9.4% |
| 1Y | +75.6% | +113.0% | -37.4% | +33.2% |
| All | +97.6% | +98.1% | -0.6% | +35.3% |
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