+373.5%
FCX vs ON
+533.9%
-160.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -0.4% |
| 7D | -0.3% | +12.2% | -12.5% | -5.4% |
| 30D | -14.7% | -3.1% | -11.6% | -13.9% |
| 3M | -11.2% | -12.9% | +1.7% | -7.2% |
| 6M | -11.4% | -38.6% | +27.2% | +4.6% |
| YTD | +17.7% | +31.2% | -13.5% | -4.9% |
| 1Y | +47.5% | +47.6% | -0.2% | +12.3% |
| 3Y | +83.9% | +6.6% | +77.3% | +46.5% |
| 5Y | +54.0% | +21.3% | +32.7% | +1.7% |
| All | +373.5% | +533.9% | -160.4% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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