+82.2%
UBER vs FCX
+611.0%
-528.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.9% | -4.9% | +1.0% | -2.1% |
| 30D | +11.1% | +4.8% | +6.3% | +8.8% |
| 3M | +4.9% | +4.6% | +0.3% | +1.6% |
| 6M | -1.2% | +10.8% | -12.0% | -8.1% |
| YTD | -7.3% | +44.2% | -51.5% | -23.6% |
| 1Y | -17.6% | +59.6% | -77.2% | -36.1% |
| 3Y | +61.1% | +82.2% | -21.2% | +11.5% |
| 5Y | +87.9% | +115.6% | -27.7% | +12.6% |
| All | +82.2% | +611.0% | -528.8% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling