+23.9%
ONDS vs FDS
-7.9%
+31.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.0% |
| 7D | -3.5% | -1.9% | -1.6% | -3.0% |
| 30D | -14.1% | +9.0% | -23.1% | -16.6% |
| 3M | -36.3% | +18.9% | -55.2% | -41.1% |
| 6M | -27.5% | +35.1% | -62.6% | -37.1% |
| YTD | -21.9% | +5.5% | -27.4% | -24.6% |
| 1Y | +43.0% | -16.8% | +59.8% | +57.1% |
| 3Y | +697.1% | -28.1% | +725.1% | +864.1% |
| 5Y | -1.2% | -17.4% | +16.3% | +17.6% |
| All | +23.9% | -7.9% | +31.8% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling