+92.8%
FCX vs URI
+159.0%
-66.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.1% | +1.6% |
| 7D | -0.8% | +2.6% | -3.3% | -1.6% |
| 30D | -15.1% | +9.1% | -24.1% | -17.6% |
| 3M | -9.6% | +1.0% | -10.6% | -10.1% |
| 6M | -3.1% | +23.3% | -26.4% | -10.1% |
| YTD | +23.4% | +43.3% | -19.9% | +4.2% |
| 1Y | +52.7% | +35.9% | +16.7% | +32.4% |
| All | +92.8% | +159.0% | -66.2% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling