+23.9%
ONDS vs FERG
+125.7%
-101.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | +8.2% | +3.4% | +4.9% | +6.1% |
| 30D | -16.4% | -11.5% | -4.8% | -10.2% |
| 3M | -26.0% | +1.3% | -27.3% | -26.8% |
| 6M | -22.5% | -1.0% | -21.5% | -22.4% |
| YTD | -21.9% | +3.2% | -25.1% | -23.7% |
| 1Y | +25.7% | -3.0% | +28.7% | +27.5% |
| 3Y | +735.5% | +55.0% | +680.5% | +535.2% |
| 5Y | -0.1% | +72.6% | -72.8% | -28.5% |
| All | +23.9% | +125.7% | -101.8% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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