+1,591.7%
FCX vs URI
+7,134.6%
-5,542.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | -4.9% | -2.0% | -2.9% | -4.2% |
| 30D | +4.8% | -12.9% | +17.8% | +10.3% |
| 3M | +4.6% | -6.7% | +11.3% | +6.9% |
| 6M | +10.8% | +19.0% | -8.2% | +0.6% |
| YTD | +44.2% | +25.5% | +18.7% | +26.6% |
| 1Y | +59.6% | +5.5% | +54.0% | +49.7% |
| 3Y | +82.2% | +111.3% | -29.1% | +28.5% |
| 5Y | +115.6% | +198.6% | -82.9% | +32.5% |
| 10Y | +670.6% | +1,179.9% | -509.4% | +186.4% |
| All | +1,591.7% | +7,134.6% | -5,542.9% | +176.4% |
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