-9.4%
ONDS vs ALK
-23.1%
+13.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.5% |
| 7D | -3.8% | +12.9% | -16.7% | -10.9% |
| 30D | -17.2% | +5.5% | -22.8% | -20.8% |
| 3M | -40.2% | -12.1% | -28.1% | -36.3% |
| 6M | -38.5% | +1.7% | -40.2% | -41.2% |
| YTD | -42.9% | -17.4% | -25.5% | -39.8% |
| 1Y | -5.3% | -1.9% | -3.3% | -11.5% |
| 3Y | +820.7% | +21.2% | +799.4% | +574.0% |
| 5Y | -41.6% | -27.8% | -13.8% | -36.4% |
| All | -9.4% | -23.1% | +13.7% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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