+55.4%
FCX vs DINO
+250.9%
-195.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +5.7% | -6.0% | -1.9% |
| 30D | -14.7% | -19.6% | +4.8% | -9.3% |
| 3M | -11.2% | +11.8% | -23.0% | -15.1% |
| 6M | -11.4% | +49.0% | -60.3% | -23.8% |
| YTD | +17.7% | +128.1% | -110.4% | -16.0% |
| 1Y | +47.5% | +96.3% | -48.8% | +11.6% |
| 3Y | +83.9% | +113.8% | -29.9% | +28.1% |
| All | +55.4% | +250.9% | -195.6% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling