+23.9%
ONDS vs FFIV
+140.0%
-116.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -3.5% | -1.0% | -2.6% | -2.9% |
| 30D | -14.1% | -5.1% | -9.0% | -10.4% |
| 3M | -36.3% | -4.5% | -31.9% | -33.4% |
| 6M | -27.5% | +36.5% | -64.0% | -44.5% |
| YTD | -21.9% | +53.0% | -74.9% | -46.0% |
| 1Y | +43.0% | +24.2% | +18.7% | +18.9% |
| 3Y | +697.1% | +137.2% | +559.9% | +284.6% |
| 5Y | -1.2% | +91.8% | -92.9% | -43.7% |
| All | +23.9% | +140.0% | -116.1% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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