+18.5%
ONDS vs CAPR
+104.7%
-86.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -4.1% |
| 7D | -4.2% | -12.6% | +8.4% | -3.6% |
| 30D | -21.7% | +124.4% | -146.1% | -25.4% |
| 3M | -24.5% | -66.8% | +42.3% | -23.0% |
| 6M | -25.0% | -71.8% | +46.8% | -22.9% |
| YTD | -25.3% | -70.1% | +44.8% | -23.7% |
| 1Y | +33.8% | +33.3% | +0.4% | +11.6% |
| 3Y | +699.3% | +36.7% | +662.6% | +416.8% |
| 5Y | -5.2% | +72.5% | -77.7% | -49.3% |
| All | +18.5% | +104.7% | -86.2% | -35.9% |
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