+405.9%
FCX vs URA
+283.4%
+122.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | -0.3% |
| 7D | -4.9% | -4.1% | -0.8% | -2.1% |
| 30D | -17.1% | -19.0% | +1.9% | -4.6% |
| 3M | -12.7% | -25.1% | +12.5% | +5.4% |
| 6M | -2.0% | -44.5% | +42.5% | +44.0% |
| YTD | +18.1% | -24.3% | +42.4% | +39.5% |
| 1Y | +55.2% | -28.1% | +83.3% | +88.2% |
| 3Y | +74.3% | +40.7% | +33.7% | +20.2% |
| 5Y | +71.9% | +35.5% | +36.4% | +15.8% |
| All | +405.9% | +283.4% | +122.4% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling