+60.3%
FCX vs ONTO
+46.1%
+14.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.7% | +10.0% | +4.3% |
| 7D | -6.0% | -17.4% | +11.4% | +0.1% |
| 30D | -13.6% | -43.2% | +29.6% | +4.5% |
| 3M | -6.8% | -35.7% | +29.0% | +5.7% |
| 6M | +13.2% | -38.3% | +51.5% | +25.3% |
| YTD | +24.4% | +17.1% | +7.3% | +3.7% |
| 1Y | +60.3% | +43.1% | +17.1% | +20.6% |
| All | +60.3% | +46.1% | +14.2% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 1y: compounded portfolio wealth divided by compounded ONTO 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…
1y analysis · Full analysis span regression · 6 months rolling