+94.6%
FCX vs USAR
-14.5%
+109.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.5% | -1.6% | +4.3% |
| 7D | -1.0% | -1.1% | +0.1% | -1.0% |
| 30D | -15.2% | -30.3% | +15.0% | -12.7% |
| 3M | -10.3% | -54.7% | +44.4% | -4.3% |
| 6M | +1.6% | -67.5% | +69.1% | +10.5% |
| YTD | +23.9% | -26.4% | +50.3% | +29.6% |
| 1Y | +58.0% | -49.5% | +107.6% | +66.6% |
| 3Y | +94.6% | -14.5% | +109.0% | +103.2% |
| All | +94.6% | -14.5% | +109.0% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling