+263.8%
FCX vs UAL
+242.1%
+21.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.3% |
| 7D | -4.9% | +0.7% | -5.6% | -5.0% |
| 30D | +4.8% | -16.1% | +20.9% | +8.8% |
| 3M | +4.6% | +6.1% | -1.5% | +2.9% |
| 6M | +10.8% | +10.8% | 0.0% | +7.7% |
| YTD | +44.2% | -0.4% | +44.6% | +42.9% |
| 1Y | +59.6% | +5.0% | +54.5% | +56.1% |
| 3Y | +82.2% | +124.0% | -41.8% | +47.9% |
| 5Y | +115.6% | +141.0% | -25.4% | +68.2% |
| 10Y | +670.6% | +118.0% | +552.5% | +482.7% |
| All | +263.8% | +242.1% | +21.7% | +116.2% |
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