-10.1%
ONDS vs FPS
+24.3%
-34.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -1.7% |
| 7D | +8.2% | +10.4% | -2.1% | +2.3% |
| 30D | -16.4% | -16.5% | +0.2% | -7.7% |
| 3M | -26.0% | -45.5% | +19.5% | -0.6% |
| 6M | -22.5% | +2.1% | -24.6% | -27.2% |
| All | -10.1% | +24.3% | -34.4% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling