-13.5%
ONDS vs FICO
+46.5%
-60.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.6% | -5.6% | -6.7% |
| 7D | +17.7% | +1.4% | +16.3% | +17.2% |
| 30D | -20.7% | -0.8% | -19.9% | -21.0% |
| 3M | -45.5% | -31.3% | -14.2% | -40.6% |
| 6M | -41.2% | -33.9% | -7.2% | -37.8% |
| YTD | -45.5% | -57.6% | +12.1% | -31.5% |
| 1Y | -3.4% | -59.7% | +56.2% | +23.7% |
| 3Y | +779.3% | -28.0% | +807.4% | +695.4% |
| 5Y | -48.5% | +91.0% | -139.5% | -73.5% |
| All | -13.5% | +46.5% | -60.0% | -48.0% |
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