+23.9%
ONDS vs F
+115.3%
-91.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.0% |
| 7D | -3.5% | +5.3% | -8.9% | -6.4% |
| 30D | -14.1% | +4.6% | -18.7% | -16.2% |
| 3M | -36.3% | -3.7% | -32.7% | -35.0% |
| 6M | -27.5% | +16.8% | -44.3% | -33.9% |
| YTD | -21.9% | +15.3% | -37.2% | -28.5% |
| 1Y | +43.0% | +31.0% | +12.0% | +22.3% |
| 3Y | +697.1% | +45.4% | +651.6% | +512.1% |
| 5Y | -1.2% | +54.7% | -55.8% | -29.2% |
| All | +23.9% | +115.3% | -91.4% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling