+23.9%
ONDS vs FICO
+90.4%
-66.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | +5.9% |
| 7D | -3.5% | -19.2% | +15.6% | +3.5% |
| 30D | -14.1% | -14.6% | +0.5% | -10.1% |
| 3M | -36.3% | -20.1% | -16.2% | -34.5% |
| 6M | -27.5% | -36.3% | +8.8% | -19.0% |
| YTD | -21.9% | -44.9% | +22.9% | -7.4% |
| 1Y | +43.0% | -38.6% | +81.6% | +58.6% |
| 3Y | +697.1% | +4.0% | +693.1% | +542.8% |
| 5Y | -1.2% | +99.5% | -100.7% | -46.8% |
| All | +23.9% | +90.4% | -66.5% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling