+18.5%
ONDS vs FOXA
+125.8%
-107.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.4% |
| 7D | -4.2% | -5.4% | +1.2% | -1.8% |
| 30D | -21.7% | +1.1% | -22.8% | -22.4% |
| 3M | -24.5% | -6.1% | -18.3% | -23.6% |
| 6M | -25.0% | +8.2% | -33.2% | -30.2% |
| YTD | -25.3% | -11.8% | -13.5% | -22.2% |
| 1Y | +33.8% | +9.9% | +23.8% | +21.4% |
| 3Y | +699.3% | +110.7% | +588.6% | +392.5% |
| 5Y | -5.2% | +86.9% | -92.1% | -36.9% |
| All | +18.5% | +125.8% | -107.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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