+102.7%
FCX vs ON
-28.0%
+130.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.4% | +9.8% | +6.7% |
| 7D | +5.7% | -2.2% | +7.9% | +6.3% |
| 30D | +10.1% | -12.4% | +22.5% | +14.4% |
| 3M | +20.2% | -41.2% | +61.4% | +38.7% |
| 6M | +29.7% | +25.0% | +4.7% | +15.4% |
| YTD | +51.9% | +31.3% | +20.7% | +32.5% |
| 1Y | +66.0% | +45.4% | +20.6% | +39.1% |
| 3Y | +102.7% | -27.4% | +130.2% | +86.9% |
| All | +102.7% | -28.0% | +130.8% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling