+704.1%
FCX vs ONTO
+688.0%
+16.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +3.1% | +9.4% | -6.3% | -0.8% |
| 30D | +8.1% | -4.4% | +12.6% | +8.9% |
| 3M | +18.9% | +1.6% | +17.3% | +12.6% |
| 6M | +26.6% | +45.3% | -18.7% | +1.4% |
| YTD | +51.2% | +76.4% | -25.2% | +10.5% |
| 1Y | +75.6% | +167.2% | -91.6% | +5.6% |
| 3Y | +101.7% | +116.6% | -14.8% | +9.6% |
| 5Y | +134.6% | +263.7% | -129.1% | -17.0% |
| All | +704.1% | +688.0% | +16.1% | +45.7% |
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