+55.4%
FCX vs UAL
+117.7%
-62.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -0.3% | -3.0% | +2.7% | +0.8% |
| 30D | -14.7% | +10.5% | -25.2% | -18.0% |
| 3M | -11.2% | -13.5% | +2.3% | -6.9% |
| 6M | -11.4% | +14.2% | -25.6% | -17.0% |
| YTD | +17.7% | -2.2% | +20.0% | +15.3% |
| 1Y | +47.5% | +12.5% | +35.0% | +36.9% |
| 3Y | +83.9% | +186.8% | -102.9% | +15.3% |
| All | +55.4% | +117.7% | -62.4% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling