+17.9%
ONDS vs FTNT
+526.1%
-508.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -1.0% |
| 7D | -5.0% | +1.6% | -6.6% | -5.7% |
| 30D | -25.6% | -1.9% | -23.7% | -25.1% |
| 3M | -22.1% | +14.4% | -36.5% | -27.1% |
| 6M | -27.6% | +88.7% | -116.2% | -46.8% |
| YTD | -25.7% | +100.0% | -125.8% | -47.4% |
| 1Y | +30.4% | +99.9% | -69.5% | -6.5% |
| 3Y | +695.0% | +147.9% | +547.0% | +391.3% |
| 5Y | -2.2% | +155.8% | -158.0% | -45.2% |
| All | +17.9% | +526.1% | -508.2% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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