+17.9%
ONDS vs FWONK
+123.4%
-105.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.3% |
| 7D | -5.0% | -1.5% | -3.4% | -4.2% |
| 30D | -25.6% | -6.8% | -18.8% | -22.4% |
| 3M | -22.1% | +7.7% | -29.8% | -26.7% |
| 6M | -27.6% | +11.0% | -38.5% | -33.3% |
| YTD | -25.7% | -3.1% | -22.6% | -26.0% |
| 1Y | +30.4% | -3.5% | +33.9% | +30.6% |
| 3Y | +695.0% | +44.6% | +650.4% | +504.1% |
| 5Y | -2.2% | +98.3% | -100.4% | -40.2% |
| All | +17.9% | +123.4% | -105.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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