+107.3%
FCX vs ONON
-22.6%
+129.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.7% |
| 7D | -2.3% | -2.1% | -0.2% | -1.9% |
| 30D | +2.7% | -11.6% | +14.3% | +5.5% |
| 3M | +7.4% | -30.1% | +37.5% | +15.4% |
| 6M | +16.0% | -30.5% | +46.5% | +24.3% |
| YTD | +40.9% | -41.0% | +82.0% | +56.3% |
| 1Y | +56.4% | -36.7% | +93.1% | +69.8% |
| 3Y | +84.2% | -8.6% | +92.8% | +79.1% |
| All | +107.3% | -22.6% | +129.8% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling