+23.9%
ONDS vs FSLR
+127.3%
-103.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -14.1% | -13.7% | -0.4% | -8.6% |
| 3M | -36.3% | -35.1% | -1.3% | -23.8% |
| 6M | -27.5% | +3.6% | -31.1% | -27.4% |
| YTD | -21.9% | -21.7% | -0.2% | -14.1% |
| 1Y | +43.0% | +1.3% | +41.7% | +42.2% |
| 3Y | +697.1% | +9.7% | +687.4% | +595.5% |
| 5Y | -1.2% | +117.4% | -118.5% | -42.8% |
| All | +23.9% | +127.3% | -103.4% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling