+97.6%
FCX vs ONON
-10.5%
+108.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +3.1% | -3.5% | +6.6% | +4.0% |
| 30D | +8.1% | -30.8% | +38.9% | +18.5% |
| 3M | +18.9% | -29.8% | +48.8% | +29.3% |
| 6M | +26.6% | -34.8% | +61.4% | +39.5% |
| YTD | +51.2% | -42.3% | +93.4% | +71.4% |
| 1Y | +75.6% | -39.5% | +115.1% | +95.5% |
| All | +97.6% | -10.5% | +108.1% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling