+102.7%
FCX vs ONTO
+118.2%
-15.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.9% | +0.5% | +3.8% |
| 7D | +5.7% | +9.7% | -3.9% | +2.7% |
| 30D | +10.1% | -8.8% | +18.9% | +12.4% |
| 3M | +20.2% | +4.5% | +15.7% | +14.7% |
| 6M | +29.7% | +56.4% | -26.7% | +8.5% |
| YTD | +51.9% | +78.1% | -26.1% | +22.2% |
| 1Y | +66.0% | +171.3% | -105.3% | +17.7% |
| 3Y | +102.7% | +118.7% | -15.9% | +42.9% |
| All | +102.7% | +118.2% | -15.5% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling