-13.3%
ONDS vs FICO
+43.9%
-57.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.4% | +18.4% | +18.2% |
| 7D | -15.6% | -0.9% | -14.6% | -15.4% |
| 30D | -25.8% | +3.3% | -29.1% | -27.4% |
| 3M | -39.0% | -31.7% | -7.2% | -33.3% |
| 6M | -42.9% | -34.0% | -8.9% | -40.0% |
| YTD | -45.3% | -58.3% | +13.0% | -30.9% |
| 1Y | +1.6% | -57.9% | +59.6% | +26.6% |
| 3Y | +834.3% | -24.1% | +858.4% | +717.2% |
| 5Y | -43.8% | +85.3% | -129.1% | -71.0% |
| All | -13.3% | +43.9% | -57.1% | -47.6% |
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