-26.5%
ONDS vs FICO
+44.5%
-71.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.9% | -15.1% | -14.5% |
| 7D | -34.3% | -0.3% | -34.1% | -34.3% |
| 30D | -39.0% | +1.7% | -40.7% | -40.0% |
| 3M | -49.0% | -35.2% | -13.8% | -43.2% |
| 6M | -51.6% | -33.7% | -17.9% | -49.2% |
| YTD | -53.7% | -58.2% | +4.5% | -41.5% |
| 1Y | -24.7% | -56.6% | +31.9% | -8.0% |
| 3Y | +729.4% | -24.0% | +753.3% | +625.7% |
| 5Y | -52.4% | +86.1% | -138.4% | -75.5% |
| All | -26.5% | +44.5% | -71.0% | -55.7% |
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