+220.9%
FCX vs UPST
+7.9%
+213.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.4% |
| 7D | -4.9% | -3.5% | -1.3% | -4.5% |
| 30D | +4.8% | -7.1% | +11.9% | +5.5% |
| 3M | +4.6% | -13.1% | +17.7% | +6.0% |
| 6M | +10.8% | -1.1% | +11.9% | +10.5% |
| YTD | +44.2% | -35.9% | +80.1% | +49.1% |
| 1Y | +59.6% | -57.4% | +117.0% | +70.8% |
| 3Y | +82.2% | -14.9% | +97.1% | +72.8% |
| 5Y | +115.6% | -88.7% | +204.3% | +107.8% |
| All | +220.9% | +7.9% | +213.0% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling