-16.1%
ONDS vs FDS
+1.5%
-17.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -3.3% | +1.5% | -4.7% | -3.6% |
| 30D | -16.0% | +14.8% | -30.8% | -19.8% |
| 3M | -42.1% | +16.3% | -58.4% | -45.3% |
| 6M | -41.8% | +66.2% | -108.0% | -53.5% |
| YTD | -47.1% | +16.2% | -63.4% | -50.8% |
| 1Y | -21.3% | +21.8% | -43.2% | -29.6% |
| 3Y | +695.1% | -23.9% | +719.0% | +846.7% |
| 5Y | -50.0% | -23.1% | -26.9% | -42.4% |
| All | -16.1% | +1.5% | -17.6% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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