+55.4%
FCX vs ONON
-10.9%
+66.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.4% |
| 7D | -0.3% | -10.0% | +9.7% | +2.2% |
| 30D | -14.7% | -5.3% | -9.5% | -13.8% |
| 3M | -11.2% | +6.5% | -17.6% | -12.9% |
| 6M | -11.4% | -5.0% | -6.4% | -11.8% |
| YTD | +17.7% | -27.6% | +45.4% | +24.6% |
| 1Y | +47.5% | -20.7% | +68.2% | +52.5% |
| 3Y | +83.9% | +26.6% | +57.3% | +64.2% |
| All | +55.4% | -10.9% | +66.3% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling