+17.9%
ONDS vs FCX
+209.1%
-191.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.6% | +6.0% | +2.9% |
| 7D | -5.0% | -1.9% | -3.1% | -4.3% |
| 30D | -25.6% | +3.4% | -29.0% | -27.1% |
| 3M | -22.1% | +15.0% | -37.1% | -27.5% |
| 6M | -27.6% | +14.6% | -42.2% | -32.7% |
| YTD | -25.7% | +41.2% | -66.9% | -37.3% |
| 1Y | +30.4% | +60.4% | -30.0% | +3.6% |
| 3Y | +695.0% | +88.4% | +606.5% | +458.6% |
| 5Y | -2.2% | +115.0% | -117.2% | -38.1% |
| All | +17.9% | +209.1% | -191.2% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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