+1,302.2%
FCX vs UPS
+243.4%
+1,058.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.0% |
| 7D | -4.9% | -2.9% | -2.0% | -2.9% |
| 30D | +4.8% | -3.5% | +8.3% | +7.3% |
| 3M | +4.6% | -5.7% | +10.3% | +8.4% |
| 6M | +10.8% | -4.4% | +15.2% | +12.9% |
| YTD | +44.2% | +8.0% | +36.2% | +34.6% |
| 1Y | +59.6% | +29.0% | +30.5% | +30.8% |
| 3Y | +82.2% | -27.7% | +110.0% | +113.5% |
| 5Y | +115.6% | -34.3% | +150.0% | +164.9% |
| 10Y | +670.6% | +37.8% | +632.8% | +409.6% |
| All | +1,302.2% | +243.4% | +1,058.9% | +445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling