-29.5%
DIS vs ONDS
+28.1%
-57.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | -3.5% | +1.0% | -2.5% |
| 30D | +3.5% | -14.1% | +17.6% | +4.0% |
| 3M | +6.8% | -36.3% | +43.2% | +8.5% |
| 6M | +3.0% | -27.5% | +30.5% | +3.4% |
| YTD | -6.7% | -21.9% | +15.2% | -7.2% |
| 1Y | -10.1% | +43.0% | -53.0% | -14.5% |
| 3Y | +33.0% | +697.1% | -664.0% | +3.9% |
| 5Y | -40.0% | -1.2% | -38.8% | -47.2% |
| All | -29.5% | +28.1% | -57.6% | -40.4% |
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