+70.4%
FCX vs ON
+17.3%
+53.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.2% | -4.3% | +1.6% |
| 7D | -1.0% | -1.4% | +0.4% | -0.6% |
| 30D | -15.2% | -10.9% | -4.4% | -11.9% |
| 3M | -10.3% | -14.9% | +4.6% | -6.1% |
| 6M | +1.6% | -33.0% | +34.6% | +12.8% |
| YTD | +23.9% | +27.6% | -3.8% | +5.5% |
| 1Y | +58.0% | +44.5% | +13.5% | +28.0% |
| 3Y | +94.6% | +7.4% | +87.2% | +60.5% |
| 5Y | +70.4% | +18.7% | +51.6% | +20.4% |
| All | +70.4% | +17.3% | +53.1% | +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 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