-16.1%
ONDS vs ALB
-24.3%
+8.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.4% |
| 7D | -3.3% | -5.8% | +2.5% | -0.5% |
| 30D | -16.0% | -4.5% | -11.4% | -14.4% |
| 3M | -42.1% | -28.1% | -14.0% | -33.3% |
| 6M | -41.8% | -53.2% | +11.4% | -19.1% |
| YTD | -47.1% | -33.3% | -13.8% | -38.7% |
| 1Y | -21.3% | -17.4% | -3.9% | -17.7% |
| 3Y | +695.1% | -14.1% | +709.2% | +613.4% |
| 5Y | -50.0% | -64.0% | +14.0% | -33.6% |
| All | -16.1% | -24.3% | +8.2% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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