+1,921.5%
FCX vs ON
+196.0%
+1,725.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.8% | +1.4% |
| 7D | -0.8% | +3.3% | -4.1% | -1.7% |
| 30D | -15.1% | -3.1% | -11.9% | -14.4% |
| 3M | -9.6% | -9.2% | -0.4% | -7.9% |
| 6M | -3.1% | -31.4% | +28.3% | +4.7% |
| YTD | +23.4% | +36.0% | -12.5% | +8.9% |
| 1Y | +52.7% | +52.0% | +0.6% | +30.3% |
| 3Y | +91.4% | +9.3% | +82.1% | +71.0% |
| 5Y | +62.7% | +26.5% | +36.2% | +34.5% |
| 10Y | +395.9% | +556.1% | -160.3% | +165.6% |
| All | +1,921.5% | +196.0% | +1,725.5% | +876.6% |
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