+61.5%
FCX vs UPST
-93.6%
+155.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +2.8% |
| 7D | -4.9% | -4.9% | 0.0% | -4.3% |
| 30D | -17.1% | -8.9% | -8.3% | -16.2% |
| 3M | -12.7% | -26.3% | +13.7% | -9.5% |
| 6M | -2.0% | -23.7% | +21.8% | +0.9% |
| YTD | +18.1% | -49.9% | +68.0% | +26.7% |
| 1Y | +55.2% | -42.0% | +97.1% | +63.3% |
| 3Y | +74.3% | -25.3% | +99.6% | +65.1% |
| All | +61.5% | -93.6% | +155.1% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling