+92.1%
FCX vs URA
-31.1%
+123.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -4.9% | +1.1% | -5.9% | -5.6% |
| 30D | +4.8% | +7.4% | -2.6% | -0.6% |
| 3M | +4.6% | -8.4% | +13.0% | +10.8% |
| 6M | +10.8% | -12.7% | +23.5% | +21.0% |
| YTD | +44.2% | +7.8% | +36.4% | +34.1% |
| 1Y | +59.6% | +19.5% | +40.1% | +33.7% |
| 3Y | +82.2% | +116.4% | -34.2% | -9.0% |
| 5Y | +115.6% | +134.3% | -18.7% | -6.6% |
| 10Y | +670.6% | +359.3% | +311.3% | +84.0% |
| All | +92.1% | -31.1% | +123.3% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling