+613.6%
FCX vs ON
+596.1%
+17.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.4% | -6.1% |
| 7D | -1.9% | -4.7% | +2.9% | +0.1% |
| 30D | +3.4% | -13.5% | +16.9% | +9.8% |
| 3M | +15.0% | -36.3% | +51.3% | +35.6% |
| 6M | +14.6% | +17.8% | -3.1% | -0.5% |
| YTD | +41.2% | +29.6% | +11.6% | +16.2% |
| 1Y | +60.4% | +45.8% | +14.6% | +23.6% |
| 3Y | +88.4% | -28.3% | +116.8% | +81.4% |
| 5Y | +115.0% | +49.6% | +65.4% | +27.1% |
| All | +613.6% | +596.1% | +17.5% | +68.3% |
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