+17.6%
ONDS vs FDS
-20.8%
+38.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -5.1% | -14.0% | +8.9% | -0.7% |
| 30D | -26.0% | -6.2% | -19.8% | -24.8% |
| 3M | -26.4% | +10.2% | -36.6% | -30.7% |
| 6M | -26.4% | +27.4% | -53.9% | -36.0% |
| YTD | -25.9% | -9.3% | -16.7% | -25.1% |
| 1Y | +12.6% | -28.6% | +41.3% | +29.6% |
| 3Y | +706.9% | -36.8% | +743.7% | +907.0% |
| 5Y | -2.4% | -28.6% | +26.2% | +21.6% |
| All | +17.6% | -20.8% | +38.4% | +59.1% |
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