-16.1%
ONDS vs FSLR
+90.5%
-106.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -3.3% | -14.8% | +11.5% | +3.1% |
| 30D | -16.0% | -4.3% | -11.7% | -14.8% |
| 3M | -42.1% | -23.4% | -18.7% | -35.8% |
| 6M | -41.8% | -26.9% | -14.8% | -33.6% |
| YTD | -47.1% | -34.4% | -12.7% | -38.1% |
| 1Y | -21.3% | -33.2% | +11.9% | -8.4% |
| 3Y | +695.1% | +28.1% | +667.0% | +547.9% |
| 5Y | -50.0% | +54.5% | -104.6% | -67.2% |
| All | -16.1% | +90.5% | -106.6% | -52.1% |
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 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