-2.9%
ONDS vs FICO
+47.8%
-50.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.7% | +9.2% | +11.0% |
| 7D | +3.8% | -0.1% | +3.9% | +3.9% |
| 30D | -11.3% | +8.4% | -19.7% | -14.4% |
| 3M | -34.5% | -30.5% | -4.0% | -28.8% |
| 6M | -34.1% | -35.7% | +1.6% | -29.5% |
| YTD | -38.8% | -57.2% | +18.4% | -23.3% |
| 1Y | +2.8% | -58.4% | +61.2% | +29.7% |
| 3Y | +1,111.0% | -24.8% | +1,135.8% | +974.6% |
| 5Y | -33.7% | +79.3% | -112.9% | -65.1% |
| All | -2.9% | +47.8% | -50.7% | -41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling