+17.9%
ONDS vs FSLR
+130.3%
-112.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -1.4% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -25.6% | -14.0% | -11.6% | -20.7% |
| 3M | -22.1% | -16.9% | -5.2% | -15.8% |
| 6M | -27.6% | +4.7% | -32.3% | -27.8% |
| YTD | -25.7% | -20.7% | -5.0% | -18.7% |
| 1Y | +30.4% | +1.7% | +28.7% | +29.4% |
| 3Y | +695.0% | +13.1% | +681.9% | +585.2% |
| 5Y | -2.2% | +108.4% | -110.6% | -42.5% |
| All | +17.9% | +130.3% | -112.4% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FSLR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling