-3.1%
FCX vs U
+77.8%
-80.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.1% |
| 7D | -0.8% | +16.9% | -17.7% | -2.5% |
| 30D | -15.1% | +6.4% | -21.4% | -15.4% |
| 3M | -9.6% | +13.2% | -22.8% | -11.1% |
| 6M | -3.1% | +84.8% | -87.8% | -14.7% |
| All | -3.1% | +77.8% | -80.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 6mo: compounded portfolio wealth divided by compounded U 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…
6mo analysis · Full analysis span regression · 6 months rolling