-9.4%
ONDS vs ACWI
+93.0%
-102.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -5.6% |
| 7D | -3.8% | -0.2% | -3.6% | -2.7% |
| 30D | -17.2% | -3.3% | -14.0% | -9.5% |
| 3M | -40.2% | -3.4% | -36.8% | -34.3% |
| 6M | -38.5% | +0.8% | -39.3% | -36.5% |
| YTD | -42.9% | +10.7% | -53.6% | -51.5% |
| 1Y | -5.3% | +11.6% | -16.9% | -20.6% |
| 3Y | +820.7% | +73.4% | +747.3% | +243.0% |
| 5Y | -41.6% | +60.2% | -101.8% | -70.6% |
| All | -9.4% | +93.0% | -102.4% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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