-17.6%
UBER vs FCX
+60.8%
-78.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.9% | -4.9% | +1.0% | -3.5% |
| 30D | +11.1% | +4.8% | +6.3% | +10.7% |
| 3M | +4.9% | +4.6% | +0.3% | +4.7% |
| 6M | -1.2% | +10.8% | -12.0% | -2.9% |
| YTD | -7.3% | +44.2% | -51.5% | -11.3% |
| 1Y | -17.6% | +59.6% | -77.2% | -23.2% |
| All | -17.6% | +60.8% | -78.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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