+57.3%
FCX vs URA
-51.6%
+108.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | -0.4% |
| 7D | -4.9% | -4.1% | -0.8% | -2.0% |
| 30D | -17.1% | -19.0% | +1.9% | -4.1% |
| 3M | -12.7% | -25.1% | +12.5% | +6.2% |
| 6M | -2.0% | -44.5% | +42.5% | +46.4% |
| YTD | +18.1% | -24.3% | +42.4% | +40.1% |
| 1Y | +55.2% | -28.1% | +83.3% | +89.2% |
| 3Y | +74.3% | +40.7% | +33.7% | +18.9% |
| 5Y | +71.9% | +35.5% | +36.4% | +14.1% |
| 10Y | +498.4% | +281.2% | +217.2% | +60.3% |
| All | +57.3% | -51.6% | +108.9% | +32.1% |
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