+70.4%
FCX vs ONTO
+112.9%
-42.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +12.0% | -7.1% | +0.8% |
| 7D | -1.0% | +1.4% | -2.4% | -2.3% |
| 30D | -15.2% | -34.1% | +18.9% | -3.5% |
| 3M | -10.3% | -37.1% | +26.8% | +2.3% |
| 6M | +1.6% | -31.8% | +33.4% | +9.7% |
| YTD | +23.9% | +22.9% | +0.9% | +8.1% |
| 1Y | +58.0% | +39.5% | +18.5% | +31.7% |
| 3Y | +94.6% | +57.7% | +36.9% | +35.9% |
| 5Y | +70.4% | +115.8% | -45.4% | -11.2% |
| All | +70.4% | +112.9% | -42.5% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling