+17.9%
ONDS vs FLR
+191.5%
-173.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.5% |
| 7D | -5.0% | -6.9% | +1.9% | -1.9% |
| 30D | -25.6% | +1.1% | -26.7% | -26.1% |
| 3M | -22.1% | +14.3% | -36.5% | -27.0% |
| 6M | -27.6% | +19.1% | -46.7% | -33.9% |
| YTD | -25.7% | +35.1% | -60.8% | -35.6% |
| 1Y | +30.4% | +29.5% | +0.9% | +16.0% |
| 3Y | +695.0% | +53.0% | +642.0% | +527.7% |
| 5Y | -2.2% | +238.9% | -241.1% | -44.4% |
| All | +17.9% | +191.5% | -173.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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