+373.5%
FCX vs UAL
+80.6%
+293.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.3% |
| 7D | -0.3% | -3.0% | +2.7% | +0.9% |
| 30D | -14.7% | +10.5% | -25.2% | -18.3% |
| 3M | -11.2% | -13.5% | +2.3% | -6.6% |
| 6M | -11.4% | +14.2% | -25.6% | -17.4% |
| YTD | +17.7% | -2.2% | +20.0% | +15.2% |
| 1Y | +47.5% | +12.5% | +35.0% | +36.2% |
| 3Y | +83.9% | +186.8% | -102.9% | +9.3% |
| 5Y | +54.0% | +119.4% | -65.4% | -4.2% |
| All | +373.5% | +80.6% | +293.0% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling