+55.2%
FCX vs URI
+26.0%
+29.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | -4.9% | -9.8% | +4.9% | -4.1% |
| 30D | -17.1% | +1.7% | -18.9% | -17.0% |
| 3M | -12.7% | -9.1% | -3.6% | -12.3% |
| 6M | -2.0% | +9.9% | -11.8% | -0.9% |
| YTD | +18.1% | +31.2% | -13.1% | +12.4% |
| 1Y | +55.2% | +25.9% | +29.2% | +53.1% |
| All | +55.2% | +26.0% | +29.2% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling