-16.1%
ONDS vs FLUT
-58.6%
+42.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -3.3% | -0.7% | -2.6% | -3.0% |
| 30D | -16.0% | +9.3% | -25.2% | -18.6% |
| 3M | -42.1% | -17.5% | -24.6% | -39.6% |
| 6M | -41.8% | -14.6% | -27.2% | -41.2% |
| YTD | -47.1% | -62.3% | +15.1% | -30.2% |
| 1Y | -21.3% | -59.6% | +38.3% | +1.8% |
| 3Y | +695.1% | -45.3% | +740.4% | +779.7% |
| 5Y | -50.0% | -50.4% | +0.4% | -44.2% |
| All | -16.1% | -58.6% | +42.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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