+18.5%
ONDS vs FSLR
+125.8%
-107.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.4% | -2.4% |
| 7D | -4.2% | +0.2% | -4.5% | -4.3% |
| 30D | -21.7% | -15.1% | -6.6% | -16.1% |
| 3M | -24.5% | -22.5% | -1.9% | -15.9% |
| 6M | -25.0% | +4.0% | -29.0% | -25.0% |
| YTD | -25.3% | -22.3% | -3.1% | -17.6% |
| 1Y | +33.8% | 0.0% | +33.7% | +33.7% |
| 3Y | +699.3% | +10.9% | +688.5% | +594.8% |
| 5Y | -5.2% | +105.4% | -110.6% | -44.0% |
| All | +18.5% | +125.8% | -107.3% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling