+138.9%
FCX vs ON
+57.7%
+81.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.4% | +9.8% | +6.9% |
| 7D | +5.7% | -2.2% | +7.9% | +6.4% |
| 30D | +10.1% | -12.4% | +22.5% | +15.0% |
| 3M | +20.2% | -41.2% | +61.4% | +41.7% |
| 6M | +29.7% | +25.0% | +4.7% | +13.2% |
| YTD | +51.9% | +31.3% | +20.7% | +29.5% |
| 1Y | +66.0% | +45.4% | +20.6% | +35.0% |
| 3Y | +102.7% | -27.4% | +130.2% | +96.1% |
| 5Y | +138.9% | +58.5% | +80.4% | +54.1% |
| All | +138.9% | +57.7% | +81.1% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling