-9.4%
ONDS vs USFD
+230.7%
-240.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.6% |
| 7D | -3.8% | +8.4% | -12.2% | -9.0% |
| 30D | -17.2% | +12.7% | -30.0% | -24.2% |
| 3M | -40.2% | +1.1% | -41.3% | -41.3% |
| 6M | -38.5% | +30.2% | -68.7% | -51.0% |
| YTD | -42.9% | +45.8% | -88.8% | -60.0% |
| 1Y | -5.3% | +51.9% | -57.2% | -35.2% |
| 3Y | +820.7% | +158.5% | +662.2% | +333.4% |
| 5Y | -41.6% | +208.0% | -249.7% | -75.3% |
| All | -9.4% | +230.7% | -240.1% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling