-33.7%
ONDS vs F
-16.8%
-16.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.5% |
| 7D | +3.8% | -0.6% | +4.5% | +4.0% |
| 30D | -11.3% | +2.9% | -14.2% | -13.2% |
| 3M | -34.5% | -9.5% | -25.0% | -30.9% |
| 6M | -34.1% | +4.0% | -38.1% | -36.1% |
| YTD | -38.8% | -1.3% | -37.6% | -39.2% |
| 1Y | +2.8% | -1.9% | +4.7% | +3.3% |
| 3Y | +1,111.0% | +53.5% | +1,057.5% | +782.0% |
| 5Y | -33.7% | -15.1% | -18.5% | -35.8% |
| All | -33.7% | -16.8% | -16.9% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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