+134.6%
FCX vs DINO
+328.2%
-193.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +3.1% | +2.0% | +1.1% | +2.5% |
| 30D | +8.1% | +27.7% | -19.6% | -0.5% |
| 3M | +18.9% | +56.3% | -37.4% | +1.3% |
| 6M | +26.6% | +107.6% | -80.9% | -4.5% |
| YTD | +51.2% | +140.2% | -89.0% | +5.9% |
| 1Y | +75.6% | +113.0% | -37.4% | +28.6% |
| 3Y | +101.7% | +100.1% | +1.6% | +44.5% |
| 5Y | +134.6% | +328.7% | -194.1% | +21.1% |
| All | +134.6% | +328.2% | -193.5% | +21.1% |
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 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