+526.2%
FCX vs ONTO
+476.3%
+49.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.8% |
| 7D | -0.3% | +17.5% | -17.8% | -7.1% |
| 30D | -14.7% | -15.7% | +0.9% | -9.9% |
| 3M | -11.2% | -39.7% | +28.6% | +6.5% |
| 6M | -11.4% | -26.5% | +15.1% | -6.3% |
| YTD | +17.7% | +29.0% | -11.3% | -4.3% |
| 1Y | +47.5% | +57.0% | -9.5% | +9.5% |
| 3Y | +83.9% | +50.0% | +33.9% | +15.7% |
| 5Y | +54.0% | +127.3% | -73.3% | -32.2% |
| All | +526.2% | +476.3% | +49.9% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling