+66.0%
FCX vs UAL
+0.7%
+65.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.8% | +8.2% | +6.4% |
| 7D | +5.7% | +3.5% | +2.3% | +4.2% |
| 30D | +10.1% | -16.5% | +26.5% | +17.7% |
| 3M | +20.2% | +2.8% | +17.4% | +17.4% |
| 6M | +29.7% | +17.6% | +12.1% | +17.5% |
| YTD | +51.9% | -3.2% | +55.1% | +46.9% |
| 1Y | +66.0% | +0.4% | +65.5% | +62.5% |
| All | +66.0% | +0.7% | +65.3% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling