+30.4%
ONDS vs FSLR
+1.7%
+28.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -1.8% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -25.6% | -14.0% | -11.6% | -18.4% |
| 3M | -22.1% | -16.9% | -5.2% | -13.5% |
| 6M | -27.6% | +4.7% | -32.3% | -25.6% |
| YTD | -25.7% | -20.7% | -5.0% | -14.9% |
| 1Y | +30.4% | +1.7% | +28.7% | +41.9% |
| All | +30.4% | +1.7% | +28.7% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling