+23.9%
ONDS vs FCX
+232.6%
-208.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -2.8% |
| 7D | +8.2% | +5.7% | +2.5% | +5.0% |
| 30D | -16.4% | +10.1% | -26.4% | -20.7% |
| 3M | -26.0% | +20.2% | -46.2% | -32.6% |
| 6M | -22.5% | +29.7% | -52.2% | -32.3% |
| YTD | -21.9% | +51.9% | -73.9% | -36.5% |
| 1Y | +25.7% | +66.0% | -40.2% | -1.8% |
| 3Y | +735.5% | +102.7% | +632.8% | +465.7% |
| 5Y | -0.1% | +138.9% | -139.0% | -40.1% |
| All | +23.9% | +232.6% | -208.7% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling