+1,015.5%
FCX vs DINO
+20,864.2%
-19,848.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -4.9% | +5.7% | -10.6% | -7.0% |
| 30D | +4.8% | +27.8% | -23.0% | -5.2% |
| 3M | +4.6% | +45.6% | -41.0% | -11.0% |
| 6M | +10.8% | +88.5% | -77.6% | -16.4% |
| YTD | +44.2% | +134.1% | -89.9% | -1.3% |
| 1Y | +59.6% | +111.1% | -51.5% | +13.1% |
| 3Y | +82.2% | +109.1% | -26.9% | +26.6% |
| 5Y | +115.6% | +307.2% | -191.5% | +10.1% |
| 10Y | +670.6% | +495.9% | +174.6% | +198.4% |
| All | +1,015.5% | +20,864.2% | -19,848.7% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling