+61.5%
FCX vs UAL
+109.3%
-47.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.9% |
| 7D | -4.9% | +8.2% | -13.0% | -7.6% |
| 30D | -17.1% | +2.3% | -19.5% | -18.0% |
| 3M | -12.7% | -12.7% | 0.0% | -8.8% |
| 6M | -2.0% | +12.7% | -14.7% | -7.7% |
| YTD | +18.1% | +0.8% | +17.3% | +14.4% |
| 1Y | +55.2% | +17.8% | +37.4% | +41.7% |
| 3Y | +74.3% | +206.7% | -132.4% | +6.8% |
| All | +61.5% | +109.3% | -47.8% | +8.0% |
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