-2.2%
ONDS vs USFR
+20.4%
-22.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.4% |
| 7D | -5.0% | +0.1% | -5.1% | -4.4% |
| 30D | -25.6% | +0.3% | -25.9% | -23.8% |
| 3M | -22.1% | +1.0% | -23.1% | -16.7% |
| 6M | -27.6% | +1.9% | -29.5% | -18.3% |
| YTD | -25.7% | +2.7% | -28.4% | -13.3% |
| 1Y | +30.4% | +4.0% | +26.4% | +60.8% |
| 3Y | +695.0% | +14.1% | +680.9% | +1,271.9% |
| 5Y | -2.2% | +20.5% | -22.6% | +101.2% |
| All | -2.2% | +20.4% | -22.6% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling