-9.4%
ONDS vs FICO
+49.2%
-58.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -7.0% |
| 7D | -3.8% | +0.9% | -4.7% | -4.0% |
| 30D | -17.2% | +9.4% | -26.7% | -20.4% |
| 3M | -40.2% | -30.4% | -9.8% | -35.0% |
| 6M | -38.5% | -35.1% | -3.4% | -34.4% |
| YTD | -42.9% | -56.8% | +13.9% | -28.7% |
| 1Y | -5.3% | -58.4% | +53.1% | +19.8% |
| 3Y | +820.7% | -26.7% | +847.4% | +727.6% |
| 5Y | -41.6% | +88.0% | -129.6% | -69.8% |
| All | -9.4% | +49.2% | -58.6% | -45.9% |
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