+17.9%
ONDS vs FDX
+46.2%
-28.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -1.1% |
| 7D | -5.0% | -3.9% | -1.1% | -2.7% |
| 30D | -25.6% | -3.3% | -22.3% | -24.6% |
| 3M | -22.1% | -2.0% | -20.2% | -22.0% |
| 6M | -27.6% | +8.0% | -35.6% | -31.5% |
| YTD | -25.7% | +35.0% | -60.7% | -38.7% |
| 1Y | +30.4% | +73.7% | -43.3% | -7.8% |
| 3Y | +695.0% | +61.6% | +633.4% | +474.7% |
| 5Y | -2.2% | +65.4% | -67.5% | -31.5% |
| All | +17.9% | +46.2% | -28.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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