+23.9%
ONDS vs FIS
-69.5%
+93.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +2.0% |
| 7D | +8.2% | -3.5% | +11.7% | +9.5% |
| 30D | -16.4% | -7.8% | -8.5% | -14.3% |
| 3M | -26.0% | +0.8% | -26.9% | -28.0% |
| 6M | -22.5% | -21.9% | -0.6% | -16.7% |
| YTD | -21.9% | -39.5% | +17.6% | -6.8% |
| 1Y | +25.7% | -41.0% | +66.7% | +51.4% |
| 3Y | +735.5% | -23.6% | +759.1% | +750.4% |
| 5Y | -0.1% | -65.6% | +65.5% | +20.1% |
| All | +23.9% | -69.5% | +93.4% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FIS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling