-16.1%
ONDS vs FITB
+150.9%
-167.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.8% |
| 7D | -3.3% | +2.8% | -6.0% | -4.9% |
| 30D | -16.0% | +9.8% | -25.8% | -21.3% |
| 3M | -42.1% | -5.2% | -36.9% | -39.8% |
| 6M | -41.8% | +17.3% | -59.1% | -48.2% |
| YTD | -47.1% | +19.3% | -66.4% | -53.8% |
| 1Y | -21.3% | +32.7% | -54.0% | -36.3% |
| 3Y | +695.1% | +141.6% | +553.5% | +341.2% |
| 5Y | -50.0% | +48.9% | -98.9% | -64.8% |
| All | -16.1% | +150.9% | -167.0% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling