+86.9%
FCX vs USAR
+74.0%
+12.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -4.9% | -2.1% | -2.8% | -4.7% |
| 30D | +4.8% | +2.6% | +2.2% | +4.4% |
| 3M | +4.6% | -35.0% | +39.6% | +7.6% |
| 6M | +10.8% | -6.9% | +17.7% | +11.1% |
| YTD | +44.2% | +48.0% | -3.8% | +42.4% |
| 1Y | +59.6% | +24.8% | +34.8% | +58.6% |
| 3Y | +82.2% | +73.2% | +9.0% | +96.3% |
| All | +86.9% | +74.0% | +12.9% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling