+47.5%
FCX vs ON
+45.4%
+2.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -0.9% |
| 7D | -0.3% | +12.2% | -12.5% | -3.6% |
| 30D | -14.7% | -3.1% | -11.6% | -14.1% |
| 3M | -11.2% | -12.9% | +1.7% | -8.4% |
| 6M | -11.4% | -38.6% | +27.2% | -0.5% |
| YTD | +17.7% | +31.2% | -13.5% | +0.3% |
| 1Y | +47.5% | +47.6% | -0.2% | +20.4% |
| All | +47.5% | +45.4% | +2.1% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling