+48.6%
FCX vs USAR
-55.1%
+103.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.6% | +6.3% | -0.9% |
| 7D | -2.4% | -9.1% | +6.7% | -0.3% |
| 30D | -18.0% | -36.9% | +19.0% | -9.0% |
| 3M | -14.3% | -58.4% | +44.1% | +4.5% |
| 6M | -1.7% | -70.6% | +68.9% | +27.3% |
| YTD | +19.8% | -33.4% | +53.3% | +36.8% |
| 1Y | +48.6% | -54.0% | +102.7% | +74.2% |
| All | +48.6% | -55.1% | +103.8% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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