-9.4%
ONDS vs CAPR
+110.2%
-119.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.9% | +3.2% | -6.2% |
| 7D | -3.8% | +7.6% | -11.4% | -4.1% |
| 30D | -17.2% | +13.3% | -30.5% | -17.9% |
| 3M | -40.2% | +130.4% | -170.6% | -43.2% |
| 6M | -38.5% | -70.8% | +32.3% | -37.1% |
| YTD | -42.9% | -69.3% | +26.3% | -41.9% |
| 1Y | -5.3% | +59.5% | -64.8% | -22.6% |
| 3Y | +820.7% | +216.8% | +603.9% | +418.3% |
| 5Y | -41.6% | +152.7% | -194.3% | -71.2% |
| All | -9.4% | +110.2% | -119.6% | -51.2% |
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