+197.9%
FCX vs UAL
+246.2%
-48.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.2% |
| 7D | -4.9% | +8.2% | -13.0% | -6.5% |
| 30D | -17.1% | +2.3% | -19.5% | -17.7% |
| 3M | -12.7% | -12.7% | 0.0% | -10.3% |
| 6M | -2.0% | +12.7% | -14.7% | -5.2% |
| YTD | +18.1% | +0.8% | +17.3% | +16.4% |
| 1Y | +55.2% | +17.8% | +37.4% | +47.8% |
| 3Y | +74.3% | +206.7% | -132.4% | +32.4% |
| 5Y | +71.9% | +113.9% | -42.0% | +37.2% |
| 10Y | +498.4% | +97.0% | +401.4% | +357.3% |
| All | +197.9% | +246.2% | -48.4% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling