+17.6%
ONDS vs BG
+133.7%
-116.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.5% |
| 7D | -5.1% | +3.1% | -8.2% | -6.4% |
| 30D | -26.0% | +10.2% | -36.2% | -29.6% |
| 3M | -26.4% | -1.7% | -24.8% | -26.4% |
| 6M | -26.4% | +1.0% | -27.4% | -27.7% |
| YTD | -25.9% | +39.9% | -65.8% | -37.1% |
| 1Y | +12.6% | +53.2% | -40.6% | -9.4% |
| 3Y | +706.9% | +16.3% | +690.6% | +626.6% |
| 5Y | -2.4% | +83.9% | -86.3% | -35.7% |
| All | +17.6% | +133.7% | -116.2% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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