-11.6%
ONDS vs FICO
-57.1%
+45.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.2% | -5.8% | -9.5% |
| 7D | -23.2% | +0.4% | -23.6% | -23.1% |
| 30D | -29.0% | +1.7% | -30.6% | -28.5% |
| 3M | -40.5% | -33.0% | -7.5% | -44.2% |
| 6M | -45.8% | -33.9% | -12.0% | -49.1% |
| YTD | -46.0% | -58.5% | +12.5% | -58.8% |
| 1Y | -11.6% | -56.4% | +44.8% | -19.1% |
| All | -11.6% | -57.1% | +45.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling