-5.1%
ONDS vs FICO
+99.8%
-104.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | +5.7% |
| 7D | -3.5% | -19.2% | +15.6% | +3.2% |
| 30D | -14.1% | -14.6% | +0.5% | -10.3% |
| 3M | -36.3% | -20.1% | -16.2% | -34.7% |
| 6M | -27.5% | -36.3% | +8.8% | -19.2% |
| YTD | -21.9% | -44.9% | +22.9% | -7.6% |
| 1Y | +43.0% | -38.6% | +81.6% | +58.2% |
| 3Y | +697.1% | +4.0% | +693.1% | +539.8% |
| All | -5.1% | +99.8% | -104.9% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling