+43.0%
ONDS vs CARR
-3.6%
+46.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | -3.5% | +1.6% | -5.1% | -4.2% |
| 30D | -14.1% | -8.7% | -5.4% | -10.7% |
| 3M | -36.3% | -12.6% | -23.8% | -33.3% |
| 6M | -27.5% | -1.5% | -26.0% | -27.6% |
| YTD | -21.9% | +14.3% | -36.2% | -32.0% |
| 1Y | +43.0% | -4.6% | +47.5% | +65.0% |
| All | +43.0% | -3.6% | +46.5% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling