+72.4%
UBER vs FCX
+594.8%
-522.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -5.4% | -2.3% | -3.1% | -4.9% |
| 30D | -4.9% | +2.7% | -7.6% | -6.4% |
| 3M | +3.0% | +7.4% | -4.3% | -1.3% |
| 6M | -4.4% | +16.0% | -20.4% | -12.9% |
| YTD | -12.3% | +40.9% | -53.2% | -27.3% |
| 1Y | -24.3% | +56.4% | -80.7% | -40.9% |
| 3Y | +46.4% | +84.2% | -37.8% | +0.5% |
| 5Y | +79.7% | +114.6% | -35.0% | +7.4% |
| All | +72.4% | +594.8% | -522.4% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling