-6.8%
ONDS vs FICO
+48.8%
-55.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +8.7% | +4.0% | +4.8% | +7.4% |
| 30D | -14.1% | -1.5% | -12.6% | -14.2% |
| 3M | -41.2% | -29.8% | -11.4% | -36.3% |
| 6M | -39.2% | -33.3% | -5.9% | -35.9% |
| YTD | -41.3% | -56.9% | +15.6% | -26.6% |
| 1Y | -1.2% | -59.5% | +58.2% | +26.8% |
| 3Y | +847.1% | -26.9% | +874.0% | +752.1% |
| 5Y | -44.8% | +92.9% | -137.7% | -71.7% |
| All | -6.8% | +48.8% | -55.7% | -44.3% |
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