-13.5%
ONDS vs USFD
+225.9%
-239.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.4% | -5.8% | -6.3% |
| 7D | +17.7% | +1.3% | +16.4% | +17.0% |
| 30D | -20.7% | +10.6% | -31.3% | -26.4% |
| 3M | -45.5% | -2.4% | -43.1% | -45.3% |
| 6M | -41.2% | +28.9% | -70.1% | -52.8% |
| YTD | -45.5% | +43.7% | -89.2% | -61.4% |
| 1Y | -3.4% | +48.5% | -51.9% | -32.8% |
| 3Y | +779.3% | +154.7% | +624.6% | +318.1% |
| 5Y | -48.5% | +218.4% | -266.9% | -78.5% |
| All | -13.5% | +225.9% | -239.4% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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