+123.4%
FCX vs ONON
-23.0%
+146.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +7.9% | +5.9% |
| 7D | +5.7% | -1.7% | +7.4% | +6.1% |
| 30D | +10.1% | -27.4% | +37.4% | +17.7% |
| 3M | +20.2% | -26.5% | +46.7% | +27.7% |
| 6M | +29.7% | -34.2% | +63.9% | +40.7% |
| YTD | +51.9% | -41.3% | +93.3% | +68.7% |
| 1Y | +66.0% | -39.7% | +105.6% | +82.2% |
| 3Y | +102.7% | -7.8% | +110.6% | +96.8% |
| All | +123.4% | -23.0% | +146.4% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling