+48.6%
FCX vs ONTO
+36.2%
+12.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.9% |
| 7D | -2.4% | -2.4% | 0.0% | -2.3% |
| 30D | -18.0% | -32.9% | +15.0% | -6.9% |
| 3M | -14.3% | -32.2% | +17.9% | -4.5% |
| 6M | -1.7% | -30.6% | +28.9% | +3.7% |
| YTD | +19.8% | +25.1% | -5.3% | -1.6% |
| 1Y | +48.6% | +40.0% | +8.6% | +16.0% |
| All | +48.6% | +36.2% | +12.5% | +16.0% |
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