+92.8%
FCX vs UPS
-4.2%
+97.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.4% |
| 7D | -0.8% | -1.6% | +0.9% | 0.0% |
| 30D | -15.1% | +17.9% | -33.0% | -21.2% |
| 3M | -9.6% | +9.4% | -19.0% | -13.5% |
| 6M | -3.1% | +16.2% | -19.2% | -10.0% |
| YTD | +23.4% | +18.8% | +4.7% | +12.6% |
| 1Y | +52.7% | +26.1% | +26.6% | +35.3% |
| All | +92.8% | -4.2% | +97.0% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 3y: compounded portfolio wealth divided by compounded UPS 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…
3y analysis · Full analysis span regression · 6 months rolling