+394.3%
CAT vs ONDS
+28.1%
+366.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.7% |
| 7D | +1.7% | -3.5% | +5.3% | +1.9% |
| 30D | -6.6% | -14.1% | +7.5% | -5.9% |
| 3M | -13.3% | -36.3% | +23.0% | -11.5% |
| 6M | +11.6% | -27.5% | +39.1% | +12.5% |
| YTD | +42.9% | -21.9% | +64.9% | +42.8% |
| 1Y | +95.4% | +43.0% | +52.5% | +87.0% |
| 3Y | +196.6% | +697.1% | -500.5% | +141.3% |
| 5Y | +321.7% | -1.2% | +322.8% | +266.8% |
| All | +394.3% | +28.1% | +366.2% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS 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 ONDS 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