+102.7%
FCX vs UNP
+46.5%
+56.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +5.5% |
| 7D | +5.7% | -0.7% | +6.5% | +6.0% |
| 30D | +10.1% | -1.1% | +11.2% | +10.7% |
| 3M | +20.2% | +7.9% | +12.3% | +16.4% |
| 6M | +29.7% | +14.6% | +15.0% | +21.1% |
| YTD | +51.9% | +26.6% | +25.3% | +34.3% |
| 1Y | +66.0% | +35.6% | +30.4% | +40.5% |
| 3Y | +102.7% | +45.5% | +57.3% | +53.5% |
| All | +102.7% | +46.5% | +56.2% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 3y: compounded portfolio wealth divided by compounded UNP 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…
3y analysis · Full analysis span regression · 6 months rolling