-16.1%
ONDS vs CAPR
+125.8%
-141.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.9% | +3.9% | -2.7% |
| 7D | -3.3% | +5.9% | -9.2% | -3.6% |
| 30D | -16.0% | +44.6% | -60.6% | -17.7% |
| 3M | -42.1% | +126.4% | -168.5% | -45.1% |
| 6M | -41.8% | -68.6% | +26.8% | -40.7% |
| YTD | -47.1% | -67.0% | +19.8% | -46.4% |
| 1Y | -21.3% | +65.2% | -86.5% | -35.6% |
| 3Y | +695.1% | +235.6% | +459.5% | +346.7% |
| 5Y | -50.0% | +175.4% | -225.5% | -75.6% |
| All | -16.1% | +125.8% | -141.9% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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