+810.5%
FCX vs DINO
+20,327.2%
-19,516.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +5.7% | -6.0% | -2.4% |
| 30D | -14.7% | -19.6% | +4.8% | -7.7% |
| 3M | -11.2% | +11.8% | -23.0% | -16.0% |
| 6M | -11.4% | +49.0% | -60.3% | -26.2% |
| YTD | +17.7% | +128.1% | -110.4% | -19.4% |
| 1Y | +47.5% | +96.3% | -48.8% | +7.1% |
| 3Y | +83.9% | +113.8% | -29.9% | +25.9% |
| 5Y | +54.0% | +252.7% | -198.7% | -17.5% |
| 10Y | +372.9% | +451.4% | -78.5% | +88.3% |
| All | +810.5% | +20,327.2% | -19,516.7% | +102.8% |
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 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