-2.9%
ONDS vs USFD
+230.9%
-233.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.1% | +8.8% | +10.0% |
| 7D | +3.8% | +3.9% | -0.1% | +0.8% |
| 30D | -11.3% | +12.8% | -24.1% | -18.8% |
| 3M | -34.5% | +1.0% | -35.4% | -35.7% |
| 6M | -34.1% | +30.3% | -64.4% | -47.5% |
| YTD | -38.8% | +46.0% | -84.8% | -57.1% |
| 1Y | +2.8% | +49.6% | -46.9% | -28.9% |
| 3Y | +1,111.0% | +166.3% | +944.7% | +459.7% |
| 5Y | -33.7% | +208.4% | -242.1% | -72.0% |
| All | -2.9% | +230.9% | -233.9% | -57.1% |
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