+2,261.6%
FCX vs ON
+199.0%
+2,062.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -4.9% | +2.4% | -7.3% | -5.5% |
| 30D | +4.8% | -3.3% | +8.1% | +5.6% |
| 3M | +4.6% | -43.6% | +48.2% | +20.6% |
| 6M | +10.8% | +19.0% | -8.1% | +2.6% |
| YTD | +44.2% | +37.4% | +6.9% | +27.8% |
| 1Y | +59.6% | +54.8% | +4.8% | +36.1% |
| 3Y | +82.2% | -25.2% | +107.4% | +79.8% |
| 5Y | +115.6% | +62.7% | +52.9% | +67.5% |
| 10Y | +670.6% | +574.3% | +96.2% | +312.9% |
| All | +2,261.6% | +199.0% | +2,062.6% | +1,045.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling