+60.3%
FCX vs UPST
-48.7%
+109.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.4% | -8.1% | -0.7% |
| 7D | -6.0% | -3.1% | -2.9% | -5.4% |
| 30D | -13.6% | -4.0% | -9.6% | -13.0% |
| 3M | -6.8% | -22.9% | +16.1% | -1.9% |
| 6M | +13.2% | -27.1% | +40.3% | +19.9% |
| YTD | +24.4% | -46.5% | +70.9% | +35.0% |
| 1Y | +60.3% | -49.4% | +109.7% | +75.2% |
| All | +60.3% | -48.7% | +109.0% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling