+1,285.1%
FCX vs URI
+7,462.1%
-6,177.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | -4.9% | -9.8% | +4.9% | -1.1% |
| 30D | -17.1% | +1.7% | -18.9% | -17.8% |
| 3M | -12.7% | -9.1% | -3.6% | -9.8% |
| 6M | -2.0% | +9.9% | -11.8% | -6.2% |
| YTD | +18.1% | +31.2% | -13.1% | +1.7% |
| 1Y | +55.2% | +25.9% | +29.2% | +35.9% |
| 3Y | +74.3% | +147.4% | -73.1% | +15.7% |
| 5Y | +71.9% | +179.7% | -107.9% | +8.0% |
| 10Y | +498.4% | +1,419.5% | -921.2% | +110.1% |
| All | +1,285.1% | +7,462.1% | -6,177.0% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling